+57.0%
T vs TECK
+131.7%
-74.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +1.6% |
| 30D | -2.9% | -8.9% | +6.0% | -2.7% |
| 3M | -7.5% | -7.1% | -0.4% | -7.4% |
| 6M | -9.9% | -7.0% | -2.9% | -9.8% |
| YTD | -6.4% | +28.3% | -34.8% | -8.1% |
| 1Y | -9.4% | +40.6% | -50.0% | -11.5% |
| 3Y | +64.9% | +78.2% | -13.3% | +55.4% |
| 5Y | +57.0% | +129.5% | -72.6% | +36.5% |
| All | +57.0% | +131.7% | -74.8% | +36.5% |
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 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