+2,171.4%
TECK vs A
+1,016.5%
+1,154.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.8% |
| 30D | +4.6% | +6.9% | -2.3% | +0.2% |
| 3M | +2.8% | +9.2% | -6.4% | -3.1% |
| 6M | +24.9% | +25.7% | -0.8% | +6.2% |
| YTD | +44.7% | +11.5% | +33.2% | +32.0% |
| 1Y | +112.0% | +18.4% | +93.6% | +84.7% |
| 3Y | +67.6% | +26.6% | +41.0% | +35.9% |
| 5Y | +200.3% | -12.8% | +213.2% | +196.2% |
| 10Y | +358.2% | +247.2% | +111.0% | +79.3% |
| All | +2,171.4% | +1,016.5% | +1,154.9% | +402.2% |
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