+42.1%
RF vs TECK
+134.3%
-92.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +6.0% | -7.5% | +13.6% | +7.7% |
| 3M | -8.9% | -8.4% | -0.5% | -7.5% |
| 6M | +2.3% | -2.2% | +4.6% | +1.3% |
| YTD | +7.6% | +26.8% | -19.3% | -1.5% |
| 1Y | +21.2% | +46.5% | -25.4% | +6.7% |
| 3Y | +108.5% | +69.0% | +39.5% | +69.4% |
| All | +42.1% | +134.3% | -92.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling