+84.0%
TECK vs M
+120.4%
-36.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.7% |
| 7D | +7.8% | +2.4% | +5.4% | +7.1% |
| 30D | +8.3% | -11.6% | +19.9% | +11.2% |
| 3M | +16.1% | +1.6% | +14.4% | +15.0% |
| 6M | +42.9% | +25.2% | +17.6% | +34.9% |
| YTD | +50.8% | +3.8% | +47.0% | +47.6% |
| 1Y | +106.1% | +36.3% | +69.7% | +88.9% |
| 3Y | +84.0% | +116.3% | -32.3% | +47.9% |
| All | +84.0% | +120.4% | -36.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling