+63.3%
SLV vs TECK
+74.0%
-10.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +4.0% |
| 7D | +2.8% | +4.9% | -2.1% | -1.2% |
| 30D | +2.2% | +5.2% | -3.0% | -2.1% |
| 3M | +2.9% | +13.8% | -10.9% | -8.0% |
| 6M | -22.4% | +38.5% | -60.9% | -41.8% |
| YTD | -5.7% | +47.3% | -53.1% | -27.2% |
| 1Y | +63.3% | +81.0% | -17.7% | +19.2% |
| All | +63.3% | +74.0% | -10.6% | +19.2% |
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