+62.9%
TECK vs NTR
+36.8%
+26.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.8% | -1.3% | -2.6% | -3.3% |
| 30D | +0.7% | +16.8% | -16.0% | -5.3% |
| 3M | +4.6% | +20.7% | -16.1% | -3.4% |
| 6M | +25.1% | +0.5% | +24.6% | +23.4% |
| YTD | +39.2% | +29.2% | +10.0% | +20.7% |
| 1Y | +60.3% | +39.6% | +20.7% | +32.8% |
| 3Y | +62.9% | +37.9% | +25.0% | +33.6% |
| All | +62.9% | +36.8% | +26.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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