+99.8%
SLV vs TECK
+148.6%
-48.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | -14.2% | -5.7% | -8.4% | -12.3% |
| 3M | -20.3% | -3.6% | -16.7% | -19.4% |
| 6M | -40.2% | -2.2% | -38.0% | -39.8% |
| YTD | -27.6% | +33.6% | -61.1% | -33.1% |
| 1Y | +0.4% | +49.0% | -48.6% | -10.0% |
| 3Y | +129.4% | +85.4% | +44.0% | +92.7% |
| 5Y | +99.8% | +138.5% | -38.7% | +51.0% |
| All | +99.8% | +148.6% | -48.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling