-42.2%
RIG vs TECK
+377.7%
-419.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.2% |
| 7D | -3.1% | -3.8% | +0.8% | -1.1% |
| 30D | -0.5% | +0.7% | -1.3% | -1.9% |
| 3M | -6.0% | +4.6% | -10.6% | -11.0% |
| 6M | -10.1% | +25.1% | -35.3% | -27.4% |
| YTD | +37.3% | +39.2% | -1.9% | +2.2% |
| 1Y | +73.9% | +60.3% | +13.6% | +16.1% |
| 3Y | -30.2% | +62.9% | -93.1% | -57.0% |
| 5Y | +62.5% | +181.5% | -119.0% | -35.5% |
| All | -42.2% | +377.7% | -419.9% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling