+183.2%
SLV vs TECK
+218.8%
-35.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -14.2% | -5.7% | -8.4% | -13.0% |
| 3M | -20.3% | -3.6% | -16.7% | -19.7% |
| 6M | -40.2% | -2.2% | -38.0% | -39.8% |
| YTD | -27.6% | +33.6% | -61.1% | -30.8% |
| 1Y | +0.4% | +49.0% | -48.6% | -5.9% |
| 3Y | +129.4% | +85.4% | +44.0% | +106.0% |
| 5Y | +99.8% | +138.5% | -38.7% | +70.2% |
| 10Y | +183.2% | +218.0% | -34.7% | +120.9% |
| All | +183.2% | +218.8% | -35.6% | +120.9% |
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