+218.0%
TECK vs AR
+58.9%
+159.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | -5.7% | +4.5% | -10.2% | -7.0% |
| 3M | -3.6% | +1.0% | -4.6% | -4.4% |
| 6M | -2.2% | +4.4% | -6.6% | -4.5% |
| YTD | +33.6% | +10.9% | +22.7% | +26.7% |
| 1Y | +49.0% | +8.6% | +40.4% | +41.9% |
| 3Y | +85.4% | +48.5% | +36.9% | +59.4% |
| 5Y | +138.5% | +95.7% | +42.8% | +88.6% |
| 10Y | +218.0% | +55.5% | +162.5% | +169.2% |
| All | +218.0% | +58.9% | +159.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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