+218.0%
TECK vs M
-5.1%
+223.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.3% |
| 30D | -5.7% | +8.1% | -13.8% | -7.7% |
| 3M | -3.6% | +2.2% | -5.8% | -4.4% |
| 6M | -2.2% | +35.1% | -37.3% | -10.3% |
| YTD | +33.6% | +15.8% | +17.7% | +26.7% |
| 1Y | +49.0% | +25.8% | +23.1% | +38.0% |
| 3Y | +85.4% | +156.2% | -70.8% | +34.6% |
| 5Y | +138.5% | -2.4% | +140.9% | +108.8% |
| 10Y | +218.0% | -7.1% | +225.1% | +104.9% |
| All | +218.0% | -5.1% | +223.1% | +104.9% |
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