+11.1%
SMR vs TECK
+111.4%
-100.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.2% | +11.1% | +12.7% |
| 7D | +21.4% | +7.8% | +13.6% | +16.2% |
| 30D | +13.8% | +8.3% | +5.6% | +8.6% |
| 3M | +3.9% | +16.1% | -12.2% | -4.9% |
| 6M | -4.2% | +42.9% | -47.0% | -20.6% |
| YTD | -21.1% | +50.8% | -71.9% | -36.5% |
| 1Y | -67.1% | +106.1% | -173.1% | -77.4% |
| 3Y | +88.9% | +84.0% | +4.8% | +41.3% |
| All | +11.1% | +111.4% | -100.3% | -20.2% |
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