+254.8%
SPOT vs TECK
+209.7%
+45.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.3% |
| 7D | -2.9% | +7.8% | -10.6% | -4.2% |
| 30D | +8.3% | +8.3% | 0.0% | +6.6% |
| 3M | +5.1% | +16.1% | -11.0% | +1.6% |
| 6M | -6.5% | +42.9% | -49.3% | -13.6% |
| YTD | -9.0% | +50.8% | -59.7% | -17.2% |
| 1Y | -26.4% | +106.1% | -132.5% | -37.5% |
| 3Y | +240.0% | +84.0% | +156.0% | +188.6% |
| 5Y | +111.7% | +223.5% | -111.7% | +54.2% |
| All | +254.8% | +209.7% | +45.1% | +149.1% |
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