+349.0%
TECK vs IT
+103.1%
+245.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | -0.9% |
| 7D | -3.8% | -3.7% | -0.2% | -2.9% |
| 30D | +0.7% | +0.1% | +0.7% | +0.2% |
| 3M | +4.6% | +20.7% | -16.1% | -4.7% |
| 6M | +25.1% | +12.0% | +13.1% | +15.0% |
| YTD | +39.2% | -28.8% | +68.0% | +51.0% |
| 1Y | +60.3% | -25.5% | +85.8% | +68.7% |
| 3Y | +62.9% | -48.8% | +111.6% | +95.0% |
| 5Y | +181.5% | -42.7% | +224.2% | +206.4% |
| All | +349.0% | +103.1% | +245.9% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling