-20.3%
STRL vs TECK
+50.8%
-71.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +3.9% |
| 7D | +7.1% | -1.2% | +8.3% | +8.9% |
| 30D | -39.4% | -5.7% | -33.6% | -36.5% |
| 3M | -43.0% | -3.6% | -39.4% | -41.8% |
| 6M | -65.0% | -2.2% | -62.8% | -65.3% |
| YTD | -0.8% | +33.6% | -34.3% | -20.9% |
| 1Y | -20.3% | +49.0% | -69.3% | -41.1% |
| All | -20.3% | +50.8% | -71.1% | -41.1% |
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