-1.8%
RMBS vs TECK
+66.9%
-68.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | +1.8% | -3.8% | +5.6% | +4.3% |
| 30D | -13.9% | +0.7% | -14.6% | -14.8% |
| 3M | -39.8% | +4.6% | -44.4% | -42.3% |
| 6M | -6.0% | +25.1% | -31.1% | -17.0% |
| YTD | -5.4% | +39.2% | -44.5% | -22.5% |
| 1Y | -1.8% | +60.3% | -62.1% | -24.0% |
| All | -1.8% | +66.9% | -68.8% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling