+223.5%
TECK vs ALM
+1,033.0%
-809.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +3.0% |
| 7D | +7.8% | +8.4% | -0.7% | +6.6% |
| 30D | +8.3% | +34.8% | -26.6% | +4.0% |
| 3M | +16.1% | +16.2% | -0.2% | +13.0% |
| 6M | +42.9% | +2.1% | +40.7% | +40.2% |
| YTD | +50.8% | +117.0% | -66.3% | +37.6% |
| 1Y | +106.1% | +313.9% | -207.8% | +76.3% |
| 3Y | +84.0% | +2,327.9% | -2,243.9% | +28.8% |
| 5Y | +223.5% | +1,040.6% | -817.2% | +142.6% |
| All | +223.5% | +1,033.0% | -809.6% | +142.6% |
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