+68.5%
STRL vs TECK
+108.8%
-40.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | -9.2% | +4.6% | -13.9% | -12.4% |
| 3M | -51.0% | +2.8% | -53.9% | -52.6% |
| 6M | +15.8% | +24.9% | -9.1% | -1.9% |
| YTD | +58.9% | +44.7% | +14.1% | +27.0% |
| 1Y | +68.5% | +112.0% | -43.5% | +35.6% |
| All | +68.5% | +108.8% | -40.3% | +35.6% |
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