+7,301.3%
STRL vs TECK
+372.8%
+6,928.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | +8.2% | +4.9% | +3.3% | +6.5% |
| 30D | -6.3% | +5.2% | -11.5% | -8.0% |
| 3M | -41.2% | +13.8% | -55.0% | -43.7% |
| 6M | +20.4% | +38.5% | -18.1% | +9.2% |
| YTD | +61.7% | +47.3% | +14.4% | +43.8% |
| 1Y | +72.7% | +81.0% | -8.3% | +44.5% |
| 3Y | +530.9% | +79.9% | +451.1% | +418.6% |
| 5Y | +2,125.4% | +207.9% | +1,917.5% | +1,394.7% |
| 10Y | +7,301.3% | +389.5% | +6,911.9% | +4,019.5% |
| All | +7,301.3% | +372.8% | +6,928.5% | +4,019.5% |
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