+192.3%
TECK vs INVH
+75.5%
+116.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.3% |
| 7D | -4.2% | -3.1% | -1.1% | -2.8% |
| 30D | -0.4% | -7.5% | +7.1% | +3.3% |
| 3M | +10.1% | -6.3% | +16.4% | +13.0% |
| 6M | +26.0% | +9.4% | +16.5% | +19.3% |
| YTD | +38.0% | +1.4% | +36.6% | +35.2% |
| 1Y | +63.8% | -4.1% | +67.9% | +64.4% |
| 3Y | +68.5% | -9.2% | +77.7% | +71.5% |
| 5Y | +179.2% | -19.6% | +198.8% | +198.4% |
| All | +192.3% | +75.5% | +116.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 all: compounded portfolio wealth divided by compounded INVH 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…
all analysis · Full analysis span regression · 6 months rolling