+333.1%
SLV vs TECK
+176.8%
+156.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.7% | +4.6% | +2.1% | +5.8% |
| 3M | -10.7% | +2.8% | -13.5% | -11.1% |
| 6M | -20.6% | +24.9% | -45.5% | -23.8% |
| YTD | -7.1% | +44.7% | -51.9% | -12.6% |
| 1Y | +62.0% | +112.0% | -50.0% | +42.0% |
| 3Y | +169.8% | +67.6% | +102.2% | +143.3% |
| 5Y | +161.5% | +200.3% | -38.9% | +106.8% |
| 10Y | +224.4% | +358.2% | -133.8% | +113.7% |
| All | +333.1% | +176.8% | +156.3% | +145.4% |
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