+537.0%
TDG vs TECK
+377.7%
+159.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.9% | -3.8% | +2.0% | -1.0% |
| 30D | -7.7% | +0.7% | -8.4% | -8.1% |
| 3M | -9.3% | +4.6% | -13.9% | -11.1% |
| 6M | -9.4% | +25.1% | -34.5% | -15.7% |
| YTD | -14.3% | +39.2% | -53.4% | -23.2% |
| 1Y | -11.8% | +60.3% | -72.2% | -24.5% |
| 3Y | +52.0% | +62.9% | -10.9% | +23.8% |
| 5Y | +128.8% | +181.5% | -52.6% | +49.4% |
| All | +537.0% | +377.7% | +159.3% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling