+605.1%
RVMD vs TECK
+419.8%
+185.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.0% | -3.8% | +0.9% | -2.1% |
| 30D | -0.7% | +0.7% | -1.5% | -1.1% |
| 3M | +36.5% | +4.6% | +31.9% | +34.4% |
| 6M | +104.6% | +25.1% | +79.5% | +90.9% |
| YTD | +155.8% | +39.2% | +116.7% | +129.4% |
| 1Y | +340.7% | +60.3% | +280.4% | +278.3% |
| 3Y | +519.9% | +62.9% | +457.0% | +411.5% |
| 5Y | +584.9% | +181.5% | +403.5% | +372.4% |
| All | +605.1% | +419.8% | +185.3% | +241.7% |
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