-22.1%
RMD vs TECK
+213.6%
-235.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -4.7% | +4.9% | -9.6% | -5.4% |
| 30D | +0.2% | +5.2% | -4.9% | -0.5% |
| 3M | +12.0% | +13.8% | -1.8% | +9.6% |
| 6M | -12.5% | +38.5% | -51.0% | -17.4% |
| YTD | -7.9% | +47.3% | -55.3% | -14.3% |
| 1Y | -20.4% | +81.0% | -101.4% | -28.5% |
| 3Y | +53.1% | +79.9% | -26.7% | +33.9% |
| 5Y | -22.1% | +207.9% | -230.0% | -36.5% |
| All | -22.1% | +213.6% | -235.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling