+345.4%
TECK vs GEN
+157.3%
+188.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.5% |
| 7D | -4.2% | -4.3% | +0.1% | -3.3% |
| 30D | -0.4% | +3.8% | -4.1% | -1.4% |
| 3M | +10.1% | +22.3% | -12.1% | +4.2% |
| 6M | +26.0% | +39.0% | -13.0% | +14.8% |
| YTD | +38.0% | +11.9% | +26.1% | +32.5% |
| 1Y | +63.8% | +4.5% | +59.3% | +59.9% |
| 3Y | +68.5% | +59.0% | +9.5% | +47.2% |
| 5Y | +179.2% | +22.0% | +157.2% | +153.9% |
| All | +345.4% | +157.3% | +188.0% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling