+59.0%
TECK vs GTLB
-3.6%
+62.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.2% |
| 7D | -4.2% | -4.1% | -0.2% | -4.5% |
| 30D | -0.4% | +12.3% | -12.7% | +0.4% |
| 3M | +10.1% | +65.9% | -55.8% | +13.7% |
| 6M | +26.0% | +104.0% | -78.0% | +31.9% |
| YTD | +38.0% | +26.0% | +12.0% | +44.4% |
| All | +59.0% | -3.6% | +62.6% | +68.5% |
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