+1,995.8%
TECK vs A
+1,211.6%
+784.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.0% |
| 30D | -5.7% | +3.3% | -9.0% | -7.5% |
| 3M | -3.6% | +18.5% | -22.1% | -13.5% |
| 6M | -2.2% | +59.3% | -61.5% | -28.0% |
| YTD | +33.6% | +31.0% | +2.5% | +10.1% |
| 1Y | +49.0% | +19.3% | +29.7% | +30.1% |
| 3Y | +85.4% | +66.8% | +18.6% | +26.5% |
| 5Y | +138.5% | +15.5% | +123.0% | +97.5% |
| 10Y | +218.0% | +312.3% | -94.4% | +12.1% |
| All | +1,995.8% | +1,211.6% | +784.2% | +318.9% |
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