+227.7%
TECK vs ALLE
+260.9%
-33.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +4.6% | -6.8% | +11.4% | +9.1% |
| 3M | +2.8% | +21.0% | -18.2% | -9.0% |
| 6M | +24.9% | +1.1% | +23.8% | +23.3% |
| YTD | +44.7% | -0.5% | +45.3% | +43.1% |
| 1Y | +112.0% | -7.3% | +119.2% | +117.8% |
| 3Y | +67.6% | +42.3% | +25.3% | +28.9% |
| 5Y | +200.3% | +13.5% | +186.9% | +159.8% |
| 10Y | +358.2% | +144.0% | +214.2% | +128.6% |
| All | +227.7% | +260.9% | -33.2% | +36.3% |
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