+219.5%
SLV vs TECK
+141.4%
+78.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -12.1% | -7.1% | -5.0% | -10.8% |
| 3M | -24.1% | -5.5% | -18.7% | -23.3% |
| 6M | -44.4% | -9.7% | -34.7% | -43.2% |
| YTD | -31.5% | +26.3% | -57.7% | -33.7% |
| 1Y | -6.9% | +44.4% | -51.3% | -12.2% |
| 3Y | +116.0% | +70.1% | +45.9% | +95.6% |
| 5Y | +88.4% | +125.8% | -37.4% | +57.6% |
| 10Y | +167.9% | +200.6% | -32.7% | +92.2% |
| All | +219.5% | +141.4% | +78.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling