+101.7%
SMR vs TECK
+74.1%
+27.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.8% |
| 7D | -8.3% | -0.4% | -7.8% | -7.6% |
| 30D | -20.1% | -7.1% | -13.0% | -14.2% |
| 3M | -52.7% | -5.5% | -47.2% | -49.8% |
| 6M | -61.0% | -9.7% | -51.3% | -56.7% |
| YTD | -67.1% | +26.3% | -93.4% | -72.9% |
| 1Y | -79.9% | +44.4% | -124.2% | -85.3% |
| 3Y | +101.7% | +70.1% | +31.7% | +33.9% |
| All | +101.7% | +74.1% | +27.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling