+57.5%
TECK vs ALM
+44.8%
+12.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +2.3% | -6.4% | +8.6% | +4.1% |
| 30D | -5.0% | -35.0% | +30.0% | +6.1% |
| 3M | -0.3% | -33.8% | +33.5% | +9.8% |
| 6M | +13.9% | -55.0% | +68.9% | +35.9% |
| YTD | +35.2% | -0.2% | +35.4% | +38.7% |
| 1Y | +57.5% | +41.8% | +15.8% | +53.3% |
| All | +57.5% | +44.8% | +12.7% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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