+7.5%
SMR vs TECK
+106.6%
-99.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.9% |
| 7D | +13.1% | +4.9% | +8.2% | +10.1% |
| 30D | +17.8% | +5.2% | +12.6% | +14.4% |
| 3M | +8.1% | +13.8% | -5.7% | +0.1% |
| 6M | -11.1% | +38.5% | -49.6% | -24.9% |
| YTD | -23.7% | +47.3% | -71.1% | -37.7% |
| 1Y | -69.4% | +81.0% | -150.4% | -77.5% |
| 3Y | +82.6% | +79.9% | +2.7% | +38.6% |
| All | +7.5% | +106.6% | -99.2% | -21.8% |
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