+558.9%
RMBS vs TECK
+377.7%
+181.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.8% | -3.8% | +5.6% | +3.0% |
| 30D | -13.9% | +0.7% | -14.6% | -14.3% |
| 3M | -39.8% | +4.6% | -44.4% | -40.8% |
| 6M | -6.0% | +25.1% | -31.1% | -11.7% |
| YTD | -5.4% | +39.2% | -44.5% | -14.5% |
| 1Y | -1.8% | +60.3% | -62.1% | -15.1% |
| 3Y | +53.7% | +62.9% | -9.2% | +31.0% |
| 5Y | +268.5% | +181.5% | +87.0% | +162.0% |
| All | +558.9% | +377.7% | +181.2% | +282.8% |
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