+90.0%
RSG vs TECK
+180.1%
-90.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | 0.0% | -3.8% | +3.9% | +0.1% |
| 30D | +4.0% | +0.7% | +3.2% | +3.9% |
| 3M | +7.4% | +4.6% | +2.8% | +7.2% |
| 6M | +0.1% | +25.1% | -25.0% | -1.1% |
| YTD | +6.0% | +39.2% | -33.2% | +3.8% |
| 1Y | -3.0% | +60.3% | -63.3% | -5.9% |
| 3Y | +56.5% | +62.9% | -6.4% | +49.1% |
| All | +90.0% | +180.1% | -90.1% | +74.8% |
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 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