+349.0%
TECK vs AGI
+392.3%
-43.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.8% | -2.7% | -1.1% | -3.2% |
| 30D | +0.7% | +7.2% | -6.5% | -1.0% |
| 3M | +4.6% | +4.3% | +0.3% | +3.2% |
| 6M | +25.1% | -27.1% | +52.2% | +33.9% |
| YTD | +39.2% | -6.6% | +45.8% | +40.2% |
| 1Y | +60.3% | +9.5% | +50.8% | +55.6% |
| 3Y | +62.9% | +208.4% | -145.5% | +27.0% |
| 5Y | +181.5% | +401.6% | -220.2% | +101.0% |
| All | +349.0% | +392.3% | -43.3% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling