+110.6%
SPOT vs TECK
+180.4%
-69.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.8% |
| 7D | -6.9% | -4.2% | -2.6% | -6.3% |
| 30D | +4.1% | -0.4% | +4.5% | +4.0% |
| 3M | +3.7% | +10.1% | -6.4% | +1.4% |
| 6M | -1.6% | +26.0% | -27.6% | -6.6% |
| YTD | -10.2% | +38.0% | -48.2% | -16.5% |
| 1Y | -25.9% | +63.8% | -89.7% | -33.7% |
| 3Y | +235.6% | +68.5% | +167.1% | +191.7% |
| 5Y | +110.6% | +179.2% | -68.6% | +64.4% |
| All | +110.6% | +180.4% | -69.8% | +64.4% |
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