+69.0%
TECK vs COMP
+353.8%
-284.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -0.8% |
| 7D | -0.2% | +13.4% | -13.7% | -2.2% |
| 30D | -7.5% | +11.1% | -18.6% | -9.3% |
| 3M | -8.4% | -18.8% | +10.4% | -6.0% |
| 6M | -2.2% | +10.5% | -12.7% | -4.9% |
| YTD | +26.8% | -3.4% | +30.2% | +23.5% |
| 1Y | +46.5% | +19.7% | +26.8% | +38.9% |
| 3Y | +69.0% | +381.6% | -312.6% | +37.4% |
| All | +69.0% | +353.8% | -284.8% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling