+112.0%
TECK vs GTLB
+14.4%
+97.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.5% |
| 7D | -0.3% | +11.1% | -11.4% | +0.1% |
| 30D | +4.6% | +37.8% | -33.2% | +6.1% |
| 3M | +2.8% | +61.6% | -58.7% | +5.2% |
| 6M | +24.9% | +98.9% | -74.0% | +29.6% |
| YTD | +44.7% | +32.8% | +12.0% | +52.6% |
| 1Y | +112.0% | +14.7% | +97.3% | +131.1% |
| All | +112.0% | +14.4% | +97.6% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling