+2,022.6%
STRL vs TECK
+200.8%
+1,821.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -9.2% | +4.6% | -13.9% | -11.0% |
| 3M | -51.0% | +2.8% | -53.9% | -51.7% |
| 6M | +15.8% | +24.9% | -9.1% | +6.7% |
| YTD | +58.9% | +44.7% | +14.1% | +39.4% |
| 1Y | +68.5% | +112.0% | -43.5% | +30.6% |
| 3Y | +485.2% | +67.6% | +417.6% | +378.8% |
| All | +2,022.6% | +200.8% | +1,821.7% | +1,407.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling