+345.4%
TECK vs ALM
+2,776.7%
-2,431.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -5.5% |
| 7D | -4.2% | -7.1% | +2.9% | -3.6% |
| 30D | -0.4% | +24.7% | -25.0% | -2.3% |
| 3M | +10.1% | +8.3% | +1.8% | +8.9% |
| 6M | +26.0% | -22.2% | +48.2% | +27.2% |
| YTD | +38.0% | +88.1% | -50.0% | +30.9% |
| 1Y | +63.8% | +272.4% | -208.6% | +47.7% |
| 3Y | +68.5% | +2,004.1% | -1,935.6% | +32.2% |
| 5Y | +179.2% | +915.8% | -736.6% | +125.2% |
| All | +345.4% | +2,776.7% | -2,431.4% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling