+207.9%
TECK vs ALM
+958.0%
-750.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.7% |
| 7D | +4.9% | +3.6% | +1.3% | +4.4% |
| 30D | +5.2% | +33.8% | -28.6% | +1.2% |
| 3M | +13.8% | +14.8% | -1.0% | +11.0% |
| 6M | +38.5% | -7.0% | +45.4% | +37.4% |
| YTD | +47.3% | +108.1% | -60.7% | +35.2% |
| 1Y | +81.0% | +313.8% | -232.8% | +55.3% |
| 3Y | +79.9% | +2,227.6% | -2,147.8% | +26.9% |
| 5Y | +207.9% | +956.6% | -748.8% | +132.0% |
| All | +207.9% | +958.0% | -750.1% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling