+133.3%
TECK vs CAPR
-99.1%
+232.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.9% | +7.1% | -2.6% |
| 7D | +1.7% | +7.6% | -6.0% | +1.5% |
| 30D | -7.6% | +13.3% | -20.9% | -8.0% |
| 3M | -5.9% | +130.4% | -136.3% | -8.2% |
| 6M | -2.8% | -70.8% | +68.0% | -1.8% |
| YTD | +31.8% | -69.3% | +101.1% | +32.8% |
| 1Y | +49.1% | +59.5% | -10.4% | +37.1% |
| 3Y | +83.0% | +216.8% | -133.8% | +60.3% |
| 5Y | +150.6% | +152.7% | -2.1% | +117.8% |
| 10Y | +219.0% | -68.2% | +287.2% | +161.0% |
| All | +133.3% | -99.1% | +232.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling