+68.9%
SE vs TECK
+86.0%
-17.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.6% |
| 7D | 0.0% | +1.7% | -1.6% | -0.5% |
| 30D | -19.4% | -7.6% | -11.7% | -17.4% |
| 3M | -33.1% | -5.9% | -27.2% | -32.0% |
| 6M | -11.4% | -2.8% | -8.6% | -11.6% |
| YTD | -39.8% | +31.8% | -71.6% | -46.6% |
| 1Y | -50.5% | +49.1% | -99.6% | -58.1% |
| 3Y | +68.9% | +83.0% | -14.1% | +28.3% |
| All | +68.9% | +86.0% | -17.1% | +28.3% |
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