+802.8%
TEAM vs TECK
+2,085.9%
-1,283.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +67.3% | +4.6% | +62.7% | +66.1% |
| 3M | +86.8% | +2.8% | +83.9% | +85.0% |
| 6M | +146.8% | +24.9% | +121.9% | +135.5% |
| YTD | +16.9% | +44.7% | -27.8% | +8.4% |
| 1Y | +12.8% | +112.0% | -99.2% | -2.0% |
| 3Y | -7.3% | +67.6% | -74.9% | -17.2% |
| 5Y | -50.7% | +200.3% | -251.1% | -59.3% |
| 10Y | +529.8% | +358.2% | +171.6% | +366.4% |
| All | +802.8% | +2,085.9% | -1,283.1% | +479.3% |
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 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