+3,877.1%
STRL vs TECK
+218.8%
+3,658.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +7.1% | -1.2% | +8.3% | +8.1% |
| 30D | -39.4% | -5.7% | -33.6% | -38.0% |
| 3M | -43.0% | -3.6% | -39.4% | -42.3% |
| 6M | -65.0% | -2.2% | -62.8% | -64.7% |
| YTD | -0.8% | +33.6% | -34.3% | -8.9% |
| 1Y | -20.3% | +49.0% | -69.3% | -29.2% |
| 3Y | +356.5% | +85.4% | +271.1% | +273.5% |
| 5Y | +952.8% | +138.5% | +814.3% | +659.4% |
| 10Y | +3,877.1% | +218.0% | +3,659.1% | +2,111.2% |
| All | +3,877.1% | +218.8% | +3,658.3% | +2,111.2% |
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