+69.0%
TECK vs CAPR
+214.7%
-145.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +0.8% |
| 7D | -0.2% | +41.1% | -41.3% | -0.8% |
| 30D | -7.5% | +11.1% | -18.7% | -7.7% |
| 3M | -8.4% | +115.3% | -123.7% | -9.7% |
| 6M | -2.2% | -73.8% | +71.6% | -1.3% |
| YTD | +26.8% | -68.8% | +95.6% | +27.6% |
| 1Y | +46.5% | +43.3% | +3.2% | +39.7% |
| 3Y | +69.0% | +214.7% | -145.7% | +54.8% |
| All | +69.0% | +214.7% | -145.7% | +54.8% |
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