-25.9%
STRL vs TECK
+59.3%
-85.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.3% | -25.7% | -24.6% |
| 7D | -27.1% | +2.3% | -29.3% | -29.0% |
| 30D | -45.8% | -5.0% | -40.8% | -44.0% |
| 3M | -47.6% | -0.3% | -47.3% | -48.4% |
| 6M | -46.4% | +13.9% | -60.3% | -53.2% |
| YTD | -7.4% | +35.2% | -42.6% | -28.2% |
| 1Y | -25.9% | +57.5% | -83.4% | -49.8% |
| All | -25.9% | +59.3% | -85.1% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling