+124.3%
TDG vs TECK
+180.1%
-55.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.9% | -3.8% | +2.0% | -1.2% |
| 30D | -7.7% | +0.7% | -8.4% | -8.0% |
| 3M | -9.3% | +4.6% | -13.9% | -10.6% |
| 6M | -9.4% | +25.1% | -34.5% | -13.9% |
| YTD | -14.3% | +39.2% | -53.4% | -20.8% |
| 1Y | -11.8% | +60.3% | -72.2% | -21.2% |
| 3Y | +52.0% | +62.9% | -10.9% | +30.2% |
| All | +124.3% | +180.1% | -55.9% | +70.5% |
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