-48.5%
TE vs TECK
+180.4%
-228.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -3.1% |
| 7D | +0.9% | -4.2% | +5.1% | +3.7% |
| 30D | -16.3% | -0.4% | -15.9% | -15.9% |
| 3M | -40.8% | +10.1% | -50.9% | -43.2% |
| 6M | -42.6% | +26.0% | -68.6% | -48.1% |
| YTD | -31.4% | +38.0% | -69.5% | -41.0% |
| 1Y | +144.9% | +63.8% | +81.1% | +93.9% |
| 3Y | -26.0% | +68.5% | -94.5% | -41.6% |
| 5Y | -48.5% | +179.2% | -227.7% | -64.4% |
| All | -48.5% | +180.4% | -228.9% | -64.4% |
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 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