+2,171.4%
TECK vs M
+163.3%
+2,008.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | -0.3% | +4.7% | -5.1% | -2.0% |
| 30D | +4.6% | -9.6% | +14.3% | +8.4% |
| 3M | +2.8% | +0.9% | +2.0% | +1.8% |
| 6M | +24.9% | +22.3% | +2.6% | +14.9% |
| YTD | +44.7% | +6.5% | +38.2% | +38.7% |
| 1Y | +112.0% | +38.8% | +73.2% | +83.5% |
| 3Y | +67.6% | +115.9% | -48.3% | +12.4% |
| 5Y | +200.3% | +28.6% | +171.7% | +115.7% |
| 10Y | +358.2% | -2.5% | +360.8% | +171.9% |
| All | +2,171.4% | +163.3% | +2,008.1% | +661.8% |
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 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