-2.2%
TECK vs M
+19.3%
-21.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.2% |
| 7D | -0.2% | -4.3% | +4.0% | +1.2% |
| 30D | -7.5% | +1.3% | -8.8% | -7.5% |
| 3M | -8.4% | -7.4% | -1.1% | -6.8% |
| 6M | -2.2% | +18.3% | -20.6% | -7.9% |
| All | -2.2% | +19.3% | -21.5% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling