-46.2%
SE vs TECK
+38.3%
-84.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.6% |
| 7D | -0.5% | -0.4% | 0.0% | -0.5% |
| 30D | -20.9% | -7.1% | -13.8% | -19.4% |
| 3M | -38.9% | -5.5% | -33.4% | -38.0% |
| 6M | -19.4% | -9.7% | -9.7% | -17.2% |
| YTD | -40.9% | +26.3% | -67.2% | -46.8% |
| 1Y | -46.2% | +44.4% | -90.6% | -54.2% |
| All | -46.2% | +38.3% | -84.4% | -54.2% |
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