+614.2%
TEAM vs TECK
+1,806.6%
-1,192.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -26.7% | -7.1% | -19.6% | -26.1% |
| 3M | -9.6% | -5.5% | -4.2% | -9.3% |
| 6M | +86.0% | -9.7% | +95.7% | +86.7% |
| YTD | -7.5% | +26.3% | -33.7% | -12.9% |
| 1Y | -1.4% | +44.4% | -45.7% | -9.2% |
| 3Y | -14.3% | +70.1% | -84.4% | -23.8% |
| 5Y | -66.3% | +125.8% | -192.1% | -71.3% |
| 10Y | +445.6% | +200.6% | +245.0% | +322.2% |
| All | +614.2% | +1,806.6% | -1,192.4% | +365.4% |
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 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