-48.5%
TE vs TECK
+404.0%
-452.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.2% | +5.8% | +8.6% |
| 7D | +18.2% | +7.8% | +10.5% | +15.5% |
| 30D | -13.5% | +8.3% | -21.8% | -15.7% |
| 3M | -44.6% | +16.1% | -60.7% | -46.8% |
| 6M | -24.7% | +42.9% | -67.6% | -31.3% |
| YTD | -24.3% | +50.8% | -75.0% | -32.0% |
| 1Y | +155.6% | +106.1% | +49.5% | +111.1% |
| 3Y | -18.3% | +84.0% | -102.3% | -29.4% |
| 5Y | -41.3% | +223.5% | -264.8% | -51.2% |
| All | -48.5% | +404.0% | -452.4% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling