+349.0%
TECK vs MKTX
+5.0%
+344.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +0.7% | +0.7% | 0.0% | +0.6% |
| 3M | +4.6% | +40.8% | -36.2% | -1.3% |
| 6M | +25.1% | -8.0% | +33.1% | +25.8% |
| YTD | +39.2% | -8.7% | +47.9% | +39.9% |
| 1Y | +60.3% | -11.8% | +72.2% | +61.8% |
| 3Y | +62.9% | -24.0% | +86.9% | +64.9% |
| 5Y | +181.5% | -60.3% | +241.8% | +213.5% |
| All | +349.0% | +5.0% | +344.0% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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