-66.0%
TE vs TECK
-9.1%
-56.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -1.0% |
| 7D | -19.1% | -0.4% | -18.6% | -18.9% |
| 30D | -34.1% | -7.1% | -27.0% | -27.4% |
| 3M | -60.1% | -5.5% | -54.7% | -57.2% |
| 6M | -66.0% | -9.7% | -56.3% | -57.4% |
| All | -66.0% | -9.1% | -56.9% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling