+64.2%
T vs TECK
+213.6%
-149.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.7% |
| 7D | -3.1% | +4.9% | -8.0% | -3.2% |
| 30D | +4.6% | +5.2% | -0.6% | +4.4% |
| 3M | +12.2% | +13.8% | -1.6% | +11.6% |
| 6M | -6.5% | +38.5% | -44.9% | -7.9% |
| YTD | +4.9% | +47.3% | -42.4% | +2.7% |
| 1Y | -10.5% | +81.0% | -91.5% | -13.4% |
| 3Y | +104.6% | +79.9% | +24.7% | +94.6% |
| 5Y | +64.2% | +207.9% | -143.7% | +46.0% |
| All | +64.2% | +213.6% | -149.4% | +46.0% |
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