+1,881.2%
TECK vs A
+1,189.4%
+691.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.0% |
| 7D | -0.4% | -0.5% | 0.0% | -0.1% |
| 30D | -7.1% | 0.0% | -7.1% | -6.9% |
| 3M | -5.5% | +16.7% | -22.2% | -14.3% |
| 6M | -9.7% | +54.8% | -64.5% | -32.4% |
| YTD | +26.3% | +28.8% | -2.6% | +5.2% |
| 1Y | +44.4% | +19.3% | +25.1% | +26.1% |
| 3Y | +70.1% | +65.5% | +4.5% | +16.6% |
| 5Y | +125.8% | +12.1% | +113.7% | +90.6% |
| 10Y | +200.6% | +305.4% | -104.8% | +7.1% |
| All | +1,881.2% | +1,189.4% | +691.8% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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