+75.6%
TECK vs AS
+120.4%
-44.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.7% |
| 7D | -0.3% | -4.9% | +4.5% | +1.1% |
| 30D | +4.6% | -19.6% | +24.2% | +11.5% |
| 3M | +2.8% | -14.4% | +17.2% | +7.1% |
| 6M | +24.9% | -20.1% | +45.0% | +32.5% |
| YTD | +44.7% | -20.9% | +65.7% | +53.3% |
| 1Y | +112.0% | -21.9% | +133.8% | +124.1% |
| All | +75.6% | +120.4% | -44.7% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling