+129.5%
TECK vs COMP
-12.0%
+141.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.6% |
| 7D | +2.1% | +8.9% | -6.8% | +0.9% |
| 30D | -8.9% | +14.0% | -22.9% | -10.7% |
| 3M | -7.1% | -21.1% | +14.0% | -4.4% |
| 6M | -7.0% | +20.1% | -27.1% | -10.1% |
| YTD | +28.3% | -5.0% | +33.4% | +26.5% |
| 1Y | +40.6% | +5.7% | +34.9% | +36.6% |
| 3Y | +78.2% | +412.2% | -334.1% | +36.9% |
| 5Y | +129.5% | -12.1% | +141.6% | +105.6% |
| All | +129.5% | -12.0% | +141.5% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling