+188.7%
TECK vs ALC
+27.5%
+161.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.4% |
| 7D | -1.2% | -6.3% | +5.0% | +2.0% |
| 30D | -5.7% | +12.6% | -18.3% | -11.4% |
| 3M | -3.6% | -3.8% | +0.2% | -2.1% |
| 6M | -2.2% | +16.8% | -19.0% | -11.0% |
| YTD | +33.6% | -7.6% | +41.2% | +36.4% |
| 1Y | +49.0% | -5.9% | +54.9% | +50.5% |
| 3Y | +85.4% | +0.6% | +84.8% | +75.2% |
| 5Y | +138.5% | -9.5% | +148.0% | +134.0% |
| All | +188.7% | +27.5% | +161.2% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling