+70.3%
T vs TECK
+377.7%
-307.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.5% | -3.8% | +5.3% | +1.8% |
| 30D | +7.5% | +0.7% | +6.7% | +7.3% |
| 3M | +14.8% | +4.6% | +10.2% | +14.0% |
| 6M | -1.7% | +25.1% | -26.9% | -4.6% |
| YTD | +8.7% | +39.2% | -30.5% | +4.1% |
| 1Y | -7.5% | +60.3% | -67.8% | -13.0% |
| 3Y | +110.2% | +62.9% | +47.3% | +93.1% |
| 5Y | +71.6% | +181.5% | -109.8% | +42.2% |
| All | +70.3% | +377.7% | -307.4% | +20.5% |
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