+550.7%
T vs TECK
+2,265.7%
-1,715.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.8% |
| 7D | -1.5% | +7.8% | -9.3% | -2.3% |
| 30D | +7.6% | +8.3% | -0.7% | +6.6% |
| 3M | +15.3% | +16.1% | -0.8% | +13.0% |
| 6M | -8.5% | +42.9% | -51.3% | -12.7% |
| YTD | +6.8% | +50.8% | -44.0% | +0.9% |
| 1Y | -7.2% | +106.1% | -113.3% | -15.7% |
| 3Y | +108.2% | +84.0% | +24.2% | +87.7% |
| 5Y | +66.1% | +223.5% | -157.4% | +36.3% |
| 10Y | +65.3% | +378.1% | -312.8% | +20.3% |
| All | +550.7% | +2,265.7% | -1,715.0% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling