+196.9%
TECK vs CAPR
-65.7%
+262.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -1.4% |
| 7D | -0.4% | +5.9% | -6.3% | -0.7% |
| 30D | -7.1% | +44.6% | -51.7% | -8.2% |
| 3M | -5.5% | +126.4% | -131.8% | -8.2% |
| 6M | -9.7% | -68.6% | +58.9% | -8.8% |
| YTD | +26.3% | -67.0% | +93.2% | +27.1% |
| 1Y | +44.4% | +65.2% | -20.8% | +30.3% |
| 3Y | +70.1% | +235.6% | -165.5% | +42.1% |
| 5Y | +125.8% | +175.4% | -49.6% | +86.0% |
| All | +196.9% | -65.7% | +262.6% | +115.1% |
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