+358.3%
SE vs TECK
+206.3%
+152.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.9% |
| 7D | -1.5% | +2.1% | -3.6% | -2.2% |
| 30D | -22.3% | -8.9% | -13.4% | -20.2% |
| 3M | -41.8% | -7.1% | -34.7% | -40.7% |
| 6M | -22.4% | -7.0% | -15.4% | -21.7% |
| YTD | -41.6% | +28.3% | -69.9% | -47.0% |
| 1Y | -48.0% | +40.6% | -88.6% | -54.2% |
| 3Y | +63.9% | +78.2% | -14.3% | +30.5% |
| 5Y | -78.2% | +129.5% | -207.7% | -84.1% |
| All | +358.3% | +206.3% | +152.0% | +185.5% |
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