+1,890.1%
TECK vs M
+165.9%
+1,724.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.6% |
| 7D | -0.2% | -4.3% | +4.0% | +1.3% |
| 30D | -7.5% | +1.3% | -8.8% | -8.1% |
| 3M | -8.4% | -7.4% | -1.1% | -6.3% |
| 6M | -2.2% | +18.3% | -20.6% | -9.3% |
| YTD | +26.8% | +7.6% | +19.2% | +20.6% |
| 1Y | +46.5% | +17.4% | +29.1% | +34.6% |
| 3Y | +69.0% | +108.4% | -39.3% | +14.8% |
| 5Y | +138.8% | -10.6% | +149.4% | +100.6% |
| 10Y | +224.3% | -3.2% | +227.5% | +93.4% |
| All | +1,890.1% | +165.9% | +1,724.2% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling