+112.0%
TECK vs COMP
+22.2%
+89.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +4.6% | -13.3% | +17.9% | +7.4% |
| 3M | +2.8% | +41.1% | -38.3% | -5.8% |
| 6M | +24.9% | +17.2% | +7.7% | +15.3% |
| YTD | +44.7% | +5.2% | +39.5% | +34.8% |
| 1Y | +112.0% | +18.9% | +93.1% | +102.0% |
| All | +112.0% | +22.2% | +89.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling