+568.6%
SE vs TECK
+251.7%
+316.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -3.6% | +4.9% | -8.5% | -5.0% |
| 30D | -5.3% | +5.2% | -10.5% | -6.8% |
| 3M | +28.1% | +13.8% | +14.3% | +22.2% |
| 6M | +20.7% | +38.5% | -17.8% | +8.1% |
| YTD | -14.8% | +47.3% | -62.1% | -25.6% |
| 1Y | -43.6% | +81.0% | -124.6% | -54.0% |
| 3Y | +184.2% | +79.9% | +104.3% | +125.3% |
| 5Y | -66.3% | +207.9% | -274.2% | -77.4% |
| All | +568.6% | +251.7% | +316.9% | +300.8% |
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 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