-48.8%
SE vs TECK
+59.3%
-108.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.2% |
| 7D | +6.7% | +2.3% | +4.4% | +6.0% |
| 30D | -17.2% | -5.0% | -12.2% | -16.1% |
| 3M | -28.0% | -0.3% | -27.7% | -28.1% |
| 6M | -6.1% | +13.9% | -20.0% | -10.4% |
| YTD | -37.1% | +35.2% | -72.3% | -44.9% |
| 1Y | -48.8% | +57.5% | -106.3% | -57.8% |
| All | -48.8% | +59.3% | -108.1% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling