+53.1%
RGTI vs TECK
+229.2%
-176.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +2.4% |
| 7D | -0.1% | -4.2% | +4.1% | +1.8% |
| 30D | -16.2% | -0.4% | -15.8% | -16.1% |
| 3M | -22.0% | +10.1% | -32.2% | -25.4% |
| 6M | -10.8% | +26.0% | -36.8% | -18.4% |
| YTD | -31.6% | +38.0% | -69.6% | -39.8% |
| 1Y | -6.4% | +63.8% | -70.1% | -23.3% |
| 3Y | +665.7% | +68.5% | +597.1% | +514.5% |
| 5Y | +55.6% | +179.2% | -123.5% | +18.8% |
| All | +53.1% | +229.2% | -176.1% | +16.9% |
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