+156.8%
RF vs TECK
+2,171.4%
-2,014.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +8.1% | +2.8% | +5.2% | +6.2% |
| 6M | +11.5% | +24.9% | -13.4% | +3.0% |
| YTD | +15.6% | +44.7% | -29.2% | +2.0% |
| 1Y | +15.7% | +112.0% | -96.3% | -9.0% |
| 3Y | +86.9% | +67.6% | +19.3% | +52.2% |
| 5Y | +89.8% | +200.3% | -110.5% | +24.8% |
| 10Y | +344.7% | +358.2% | -13.5% | +132.6% |
| All | +156.8% | +2,171.4% | -2,014.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling