+196.9%
TECK vs M
-7.1%
+204.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | -0.4% | +7.0% | -7.5% | -2.2% |
| 30D | -7.1% | +8.9% | -16.0% | -9.2% |
| 3M | -5.5% | +4.5% | -10.0% | -6.8% |
| 6M | -9.7% | +36.2% | -45.9% | -17.3% |
| YTD | +26.3% | +15.1% | +11.1% | +19.9% |
| 1Y | +44.4% | +27.4% | +16.9% | +33.3% |
| 3Y | +70.1% | +160.1% | -90.1% | +23.0% |
| 5Y | +125.8% | -1.6% | +127.4% | +97.2% |
| All | +196.9% | -7.1% | +204.0% | +90.8% |
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