+231.6%
TECK vs AR
-27.2%
+258.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -1.1% |
| 30D | +4.6% | +14.8% | -10.2% | +0.3% |
| 3M | +2.8% | +6.2% | -3.4% | +0.4% |
| 6M | +24.9% | +4.3% | +20.6% | +21.1% |
| YTD | +44.7% | +14.4% | +30.4% | +35.6% |
| 1Y | +112.0% | +21.3% | +90.6% | +93.8% |
| 3Y | +67.6% | +39.8% | +27.8% | +42.3% |
| 5Y | +200.3% | +142.1% | +58.3% | +108.4% |
| 10Y | +358.2% | +52.0% | +306.2% | +314.8% |
| All | +231.6% | -27.2% | +258.8% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling