+470.2%
T vs TECK
+1,881.2%
-1,411.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.5% | -0.4% | +3.0% | +2.6% |
| 30D | -3.8% | -7.1% | +3.3% | -3.2% |
| 3M | -8.7% | -5.5% | -3.3% | -8.5% |
| 6M | -8.1% | -9.7% | +1.6% | -7.9% |
| YTD | -6.4% | +26.3% | -32.7% | -10.2% |
| 1Y | -9.8% | +44.4% | -54.1% | -14.7% |
| 3Y | +65.5% | +70.1% | -4.6% | +50.1% |
| 5Y | +57.0% | +125.8% | -68.8% | +34.1% |
| 10Y | +60.8% | +200.6% | -139.8% | +23.2% |
| All | +470.2% | +1,881.2% | -1,411.1% | +228.9% |
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