+72.5%
TECK vs GTLB
-12.2%
+84.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.1% |
| 7D | +4.9% | -6.6% | +11.4% | +5.6% |
| 30D | +5.2% | +13.7% | -8.6% | +3.4% |
| 3M | +13.8% | +52.9% | -39.1% | +7.8% |
| 6M | +38.5% | +88.5% | -50.0% | +26.6% |
| YTD | +47.3% | +23.4% | +23.9% | +43.4% |
| 1Y | +81.0% | -3.8% | +84.8% | +83.1% |
| All | +72.5% | -12.2% | +84.6% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling