+494.0%
TEAM vs TECK
+373.8%
+120.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +2.0% |
| 7D | -7.8% | -4.2% | -3.5% | -7.3% |
| 30D | +16.5% | -0.4% | +16.9% | +16.3% |
| 3M | +96.2% | +10.1% | +86.0% | +91.7% |
| 6M | +130.2% | +26.0% | +104.2% | +118.0% |
| YTD | +10.7% | +38.0% | -27.3% | +2.4% |
| 1Y | +3.0% | +63.8% | -60.8% | -8.0% |
| 3Y | -13.1% | +68.5% | -81.6% | -23.7% |
| 5Y | -52.7% | +179.2% | -231.9% | -61.4% |
| All | +494.0% | +373.8% | +120.2% | +318.3% |
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