+57.5%
TECK vs CAPR
+47.4%
+10.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.3% | -4.0% | +4.2% |
| 7D | +2.3% | +43.2% | -40.9% | +1.9% |
| 30D | -5.0% | +14.7% | -19.7% | -5.2% |
| 3M | -0.3% | +113.9% | -114.2% | -1.1% |
| 6M | +13.9% | -73.4% | +87.2% | +14.5% |
| YTD | +35.2% | -69.1% | +104.3% | +35.8% |
| 1Y | +57.5% | +47.2% | +10.4% | +54.3% |
| All | +57.5% | +47.4% | +10.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling