+1,152.9%
RSP vs TECK
+2,326.2%
-1,173.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +4.4% | -5.7% | +10.2% | +5.4% |
| 3M | +1.3% | -3.6% | +4.9% | +1.6% |
| 6M | +10.0% | -2.2% | +12.2% | +9.3% |
| YTD | +17.6% | +33.6% | -15.9% | +9.0% |
| 1Y | +19.2% | +49.0% | -29.8% | +8.0% |
| 3Y | +66.0% | +85.4% | -19.3% | +40.3% |
| 5Y | +50.4% | +138.5% | -88.1% | +16.4% |
| 10Y | +215.7% | +218.0% | -2.3% | +106.2% |
| All | +1,152.9% | +2,326.2% | -1,173.3% | +468.0% |
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