+156.1%
TECK vs CAPR
-99.1%
+255.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | +4.6% | +139.2% | -134.6% | +2.1% |
| 3M | +2.8% | -66.4% | +69.2% | +3.8% |
| 6M | +24.9% | -63.1% | +88.0% | +25.6% |
| YTD | +44.7% | -67.4% | +112.2% | +45.9% |
| 1Y | +112.0% | +58.2% | +53.7% | +95.0% |
| 3Y | +67.6% | +42.2% | +25.4% | +49.7% |
| 5Y | +200.3% | +87.3% | +113.1% | +163.0% |
| 10Y | +358.2% | -75.3% | +433.5% | +276.6% |
| All | +156.1% | -99.1% | +255.2% | +100.0% |
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 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