+196.3%
SE vs TECK
+85.2%
+111.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | -0.2% |
| 7D | +0.6% | +7.8% | -7.2% | -1.8% |
| 30D | -0.1% | +8.3% | -8.4% | -2.6% |
| 3M | +34.1% | +16.1% | +18.1% | +26.8% |
| 6M | +23.2% | +42.9% | -19.6% | +8.0% |
| YTD | -11.2% | +50.8% | -61.9% | -24.3% |
| 1Y | -40.5% | +106.1% | -146.6% | -55.2% |
| 3Y | +196.3% | +84.0% | +112.3% | +124.4% |
| All | +196.3% | +85.2% | +111.1% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling