-9.4%
T vs TECK
+42.2%
-51.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.6% |
| 7D | +1.6% | +2.1% | -0.5% | +1.8% |
| 30D | -2.9% | -8.9% | +6.0% | -3.6% |
| 3M | -7.5% | -7.1% | -0.4% | -7.8% |
| 6M | -9.9% | -7.0% | -2.9% | -9.6% |
| YTD | -6.4% | +28.3% | -34.8% | -6.4% |
| 1Y | -9.4% | +40.6% | -50.0% | -9.3% |
| All | -9.4% | +42.2% | -51.6% | -9.3% |
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