+252.8%
SPOT vs TECK
+185.9%
+66.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -3.1% | -3.8% | +0.8% | -2.5% |
| 30D | +7.4% | +0.7% | +6.6% | +7.1% |
| 3M | +8.2% | +4.6% | +3.6% | +6.6% |
| 6M | +2.2% | +25.1% | -22.9% | -3.2% |
| YTD | -9.5% | +39.2% | -48.6% | -16.5% |
| 1Y | -23.8% | +60.3% | -84.2% | -32.0% |
| 3Y | +233.5% | +62.9% | +170.6% | +189.4% |
| 5Y | +112.2% | +181.5% | -69.3% | +58.7% |
| All | +252.8% | +185.9% | +66.9% | +151.3% |
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