+11.5%
RF vs TECK
+23.8%
-12.3%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | -3.6% | +4.6% | -8.2% | -4.0% |
| 3M | +8.1% | +2.8% | +5.2% | +8.0% |
| 6M | +11.5% | +24.9% | -13.4% | +6.4% |
| All | +11.5% | +23.8% | -12.3% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling