+84.0%
TECK vs CAPR
+42.0%
+42.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.2% |
| 7D | +7.8% | -9.5% | +17.2% | +7.9% |
| 30D | +8.3% | +121.5% | -113.2% | +6.8% |
| 3M | +16.1% | -65.4% | +81.4% | +16.8% |
| 6M | +42.9% | -67.5% | +110.4% | +43.8% |
| YTD | +50.8% | -68.6% | +119.4% | +51.8% |
| 1Y | +106.1% | +42.7% | +63.4% | +96.3% |
| 3Y | +84.0% | +43.4% | +40.7% | +64.0% |
| All | +84.0% | +42.0% | +42.0% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling