+245.1%
TECK vs COMP
-53.0%
+298.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.6% | -1.8% |
| 7D | +1.7% | +7.2% | -5.5% | +0.7% |
| 30D | -7.6% | +6.4% | -14.0% | -8.6% |
| 3M | -5.9% | -19.4% | +13.6% | -3.5% |
| 6M | -2.8% | +14.6% | -17.4% | -5.5% |
| YTD | +31.8% | -5.5% | +37.3% | +30.0% |
| 1Y | +49.1% | +13.7% | +35.5% | +43.8% |
| 3Y | +83.0% | +409.7% | -326.7% | +41.7% |
| 5Y | +150.6% | -17.0% | +167.6% | +117.8% |
| All | +245.1% | -53.0% | +298.1% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling