+1,465.6%
RMBS vs TECK
+2,265.7%
-800.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.6% |
| 7D | +3.0% | +7.8% | -4.8% | +0.9% |
| 30D | -14.4% | +8.3% | -22.7% | -16.3% |
| 3M | -42.8% | +16.1% | -58.9% | -45.1% |
| 6M | -1.4% | +42.9% | -44.2% | -9.5% |
| YTD | -5.4% | +50.8% | -56.2% | -14.9% |
| 1Y | +18.6% | +106.1% | -87.5% | -1.6% |
| 3Y | +57.3% | +84.0% | -26.8% | +33.7% |
| 5Y | +265.7% | +223.5% | +42.2% | +159.6% |
| 10Y | +546.0% | +378.1% | +167.9% | +267.2% |
| All | +1,465.6% | +2,265.7% | -800.2% | +662.4% |
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 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