+57.5%
TECK vs ALC
+4.2%
+53.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +3.3% |
| 7D | +2.3% | +10.7% | -8.5% | +0.9% |
| 30D | -5.0% | +20.2% | -25.2% | -7.4% |
| 3M | -0.3% | +8.9% | -9.2% | -1.5% |
| 6M | +13.9% | +5.7% | +8.1% | +13.1% |
| YTD | +35.2% | -1.4% | +36.6% | +41.9% |
| 1Y | +57.5% | +4.7% | +52.8% | +56.9% |
| All | +57.5% | +4.2% | +53.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling