+389.5%
TECK vs CAPR
-77.3%
+466.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.4% | -2.1% |
| 7D | +4.9% | -12.6% | +17.5% | +5.2% |
| 30D | +5.2% | +124.4% | -119.2% | +2.4% |
| 3M | +13.8% | -66.8% | +80.6% | +15.1% |
| 6M | +38.5% | -71.8% | +110.3% | +40.5% |
| YTD | +47.3% | -70.1% | +117.4% | +49.1% |
| 1Y | +81.0% | +33.3% | +47.7% | +64.4% |
| 3Y | +79.9% | +36.7% | +43.2% | +54.9% |
| 5Y | +207.9% | +72.5% | +135.4% | +157.4% |
| 10Y | +389.5% | -77.3% | +466.7% | +273.7% |
| All | +389.5% | -77.3% | +466.7% | +273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling