+234.2%
SLV vs TECK
+405.7%
-171.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +2.8% |
| 7D | +2.8% | +4.9% | -2.1% | +1.7% |
| 30D | +2.2% | +5.2% | -3.0% | +1.0% |
| 3M | +2.9% | +13.8% | -10.9% | 0.0% |
| 6M | -22.4% | +38.5% | -60.9% | -27.4% |
| YTD | -5.7% | +47.3% | -53.1% | -11.9% |
| 1Y | +63.3% | +81.0% | -17.7% | +47.4% |
| 3Y | +189.0% | +79.9% | +109.1% | +158.3% |
| 5Y | +172.7% | +207.9% | -35.2% | +123.3% |
| All | +234.2% | +405.7% | -171.6% | +144.5% |
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