+1,143.3%
RSP vs TECK
+2,364.3%
-1,221.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +0.9% |
| 7D | +0.4% | +3.1% | -2.6% | -0.2% |
| 30D | +3.7% | -5.0% | +8.7% | +4.6% |
| 3M | +0.8% | -2.6% | +3.3% | +0.9% |
| 6M | +9.1% | 0.0% | +9.1% | +8.0% |
| YTD | +16.7% | +35.6% | -18.9% | +7.9% |
| 1Y | +19.7% | +58.1% | -38.4% | +7.2% |
| 3Y | +66.7% | +93.3% | -26.6% | +39.7% |
| 5Y | +48.7% | +153.7% | -105.0% | +13.6% |
| 10Y | +215.6% | +226.7% | -11.2% | +105.1% |
| All | +1,143.3% | +2,364.3% | -1,221.0% | +462.0% |
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 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