+9.1%
TE vs TECK
+74.1%
-64.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -1.7% |
| 7D | -19.1% | -0.4% | -18.6% | -18.9% |
| 30D | -34.1% | -7.1% | -27.0% | -29.7% |
| 3M | -60.1% | -5.5% | -54.7% | -57.8% |
| 6M | -66.0% | -9.7% | -56.3% | -61.7% |
| YTD | -71.4% | +26.3% | -97.7% | -75.6% |
| 1Y | -45.3% | +44.4% | -89.6% | -57.8% |
| 3Y | +9.1% | +70.1% | -60.9% | -21.5% |
| All | +9.1% | +74.1% | -64.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling