+263.7%
TECK vs ALM
+7,705.7%
-7,442.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | +4.6% | +32.0% | -27.4% | +4.4% |
| 3M | +2.8% | -15.0% | +17.9% | +2.9% |
| 6M | +24.9% | -10.1% | +35.0% | +24.9% |
| YTD | +44.7% | +99.4% | -54.7% | +44.3% |
| 1Y | +112.0% | +316.4% | -204.4% | +110.7% |
| 3Y | +67.6% | +2,022.0% | -1,954.4% | +65.6% |
| 5Y | +200.3% | +941.2% | -740.8% | +197.0% |
| 10Y | +358.2% | +2,950.3% | -2,592.1% | +352.8% |
| All | +263.7% | +7,705.7% | -7,442.1% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling