+187.1%
TECK vs ALLE
+327.3%
-140.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.5% |
| 7D | -0.2% | -0.6% | +0.3% | +0.2% |
| 30D | -7.5% | +25.3% | -32.9% | -19.9% |
| 3M | -8.4% | +10.3% | -18.7% | -14.4% |
| 6M | -2.2% | +38.0% | -40.3% | -20.8% |
| YTD | +26.8% | +17.8% | +9.0% | +12.4% |
| 1Y | +46.5% | +13.6% | +32.9% | +32.7% |
| 3Y | +69.0% | +89.2% | -20.2% | +8.3% |
| 5Y | +138.8% | +51.1% | +87.7% | +71.5% |
| 10Y | +224.3% | +228.1% | -3.8% | +32.4% |
| All | +187.1% | +327.3% | -140.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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