-53.1%
TE vs TECK
+365.2%
-418.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +0.2% | -3.8% | +4.1% | +1.7% |
| 30D | -5.9% | +0.7% | -6.7% | -6.0% |
| 3M | -45.6% | +4.6% | -50.2% | -46.0% |
| 6M | -43.4% | +25.1% | -68.5% | -46.2% |
| YTD | -31.0% | +39.2% | -70.2% | -36.3% |
| 1Y | +145.2% | +60.3% | +84.9% | +118.3% |
| 3Y | -24.1% | +62.9% | -87.0% | -32.2% |
| 5Y | -48.1% | +181.5% | -229.6% | -55.6% |
| All | -53.1% | +365.2% | -418.3% | -60.4% |
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 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