+93.3%
TECK vs COO
-23.3%
+116.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.4% | +6.2% |
| 7D | +3.1% | +4.3% | -1.2% | +1.9% |
| 30D | -5.0% | +17.6% | -22.6% | -9.5% |
| 3M | -2.6% | -13.9% | +11.3% | +1.4% |
| 6M | 0.0% | +6.6% | -6.6% | -3.9% |
| YTD | +35.6% | -22.0% | +57.6% | +46.6% |
| 1Y | +58.1% | -8.8% | +66.9% | +61.5% |
| 3Y | +93.3% | -21.5% | +114.8% | +103.0% |
| All | +93.3% | -23.3% | +116.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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