+209.8%
RSP vs TECK
+372.8%
-163.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -1.8% | +4.9% | -6.7% | -2.8% |
| 30D | -2.5% | +5.2% | -7.7% | -3.6% |
| 3M | +3.0% | +13.8% | -10.8% | -0.1% |
| 6M | +8.9% | +38.5% | -29.6% | +1.0% |
| YTD | +13.0% | +47.3% | -34.4% | +2.9% |
| 1Y | +16.2% | +81.0% | -64.7% | +1.2% |
| 3Y | +52.7% | +79.9% | -27.2% | +29.2% |
| 5Y | +50.5% | +207.9% | -157.4% | +9.2% |
| 10Y | +209.8% | +389.5% | -179.7% | +84.0% |
| All | +209.8% | +372.8% | -163.0% | +84.0% |
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 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