+1,127.7%
RSP vs TECK
+2,529.6%
-1,401.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -0.3% | +4.6% | -4.9% | -1.3% |
| 3M | +4.3% | +2.8% | +1.4% | +3.1% |
| 6M | +8.8% | +24.9% | -16.1% | +3.0% |
| YTD | +15.3% | +44.7% | -29.5% | +5.5% |
| 1Y | +18.3% | +112.0% | -93.7% | -0.1% |
| 3Y | +52.8% | +67.6% | -14.8% | +31.8% |
| 5Y | +51.7% | +200.3% | -148.6% | +12.0% |
| 10Y | +208.5% | +358.2% | -149.7% | +87.3% |
| All | +1,127.7% | +2,529.6% | -1,401.8% | +449.9% |
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