+108.2%
T vs TECK
+85.2%
+23.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.2% |
| 7D | -1.5% | +7.8% | -9.3% | -1.4% |
| 30D | +7.6% | +8.3% | -0.7% | +7.8% |
| 3M | +15.3% | +16.1% | -0.8% | +15.8% |
| 6M | -8.5% | +42.9% | -51.3% | -7.8% |
| YTD | +6.8% | +50.8% | -44.0% | +7.5% |
| 1Y | -7.2% | +106.1% | -113.3% | -6.6% |
| 3Y | +108.2% | +84.0% | +24.2% | +107.8% |
| All | +108.2% | +85.2% | +23.0% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling