+3,667.9%
STRL vs TECK
+198.5%
+3,469.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.5% |
| 7D | +15.7% | -0.4% | +16.1% | +16.1% |
| 30D | -35.5% | -7.1% | -28.4% | -33.7% |
| 3M | -47.1% | -5.5% | -41.7% | -46.1% |
| 6M | -65.8% | -9.7% | -56.1% | -64.5% |
| YTD | -4.5% | +26.3% | -30.8% | -10.6% |
| 1Y | -10.5% | +44.4% | -54.8% | -19.7% |
| 3Y | +340.6% | +70.1% | +270.5% | +270.7% |
| 5Y | +911.0% | +125.8% | +785.2% | +643.3% |
| All | +3,667.9% | +198.5% | +3,469.4% | +2,039.5% |
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