+1.5%
SMR vs TECK
+93.6%
-92.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.3% | +0.8% | -1.6% |
| 7D | +4.7% | -4.2% | +9.0% | +7.9% |
| 30D | +3.2% | -0.4% | +3.6% | +3.9% |
| 3M | +9.9% | +10.1% | -0.2% | +3.9% |
| 6M | -15.1% | +26.0% | -41.1% | -24.1% |
| YTD | -27.9% | +38.0% | -66.0% | -38.7% |
| 1Y | -70.2% | +63.8% | -134.0% | -76.7% |
| 3Y | +72.5% | +68.5% | +4.0% | +36.4% |
| All | +1.5% | +93.6% | -92.1% | -23.0% |
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 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