+53.9%
TECK vs AS
+134.9%
-81.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.2% | +6.9% | -7.2% | -2.2% |
| 30D | -7.5% | +16.0% | -23.5% | -11.6% |
| 3M | -8.4% | -12.8% | +4.4% | -4.9% |
| 6M | -2.2% | -15.4% | +13.1% | +2.1% |
| YTD | +26.8% | -15.7% | +42.6% | +31.6% |
| 1Y | +46.5% | +6.1% | +40.5% | +41.9% |
| All | +53.9% | +134.9% | -81.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling