+389.5%
TECK vs M
-7.1%
+396.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.2% |
| 7D | +4.9% | -4.1% | +8.9% | +5.9% |
| 30D | +5.2% | -13.6% | +18.8% | +9.1% |
| 3M | +13.8% | -2.3% | +16.1% | +13.8% |
| 6M | +38.5% | +21.9% | +16.6% | +30.6% |
| YTD | +47.3% | -0.6% | +47.9% | +45.6% |
| 1Y | +81.0% | +29.7% | +51.3% | +66.4% |
| 3Y | +79.9% | +107.3% | -27.4% | +38.0% |
| 5Y | +207.9% | +20.5% | +187.4% | +152.2% |
| 10Y | +389.5% | -6.1% | +395.6% | +218.2% |
| All | +389.5% | -7.1% | +396.6% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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