+88.3%
RF vs TECK
+69.4%
+18.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -3.6% | +4.6% | -8.2% | -4.7% |
| 3M | +8.1% | +2.8% | +5.2% | +6.7% |
| 6M | +11.5% | +24.9% | -13.4% | +4.0% |
| YTD | +15.6% | +44.7% | -29.2% | +3.1% |
| 1Y | +15.7% | +112.0% | -96.3% | -8.3% |
| All | +88.3% | +69.4% | +18.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling