+187.7%
TECK vs NTR
+103.7%
+84.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | +0.5% | +4.3% | +4.5% |
| 30D | +5.2% | +21.7% | -16.5% | -8.6% |
| 3M | +13.8% | +22.8% | -9.0% | -2.5% |
| 6M | +38.5% | +8.2% | +30.3% | +26.5% |
| YTD | +47.3% | +32.9% | +14.4% | +14.9% |
| 1Y | +81.0% | +45.3% | +35.7% | +30.5% |
| 3Y | +79.9% | +41.7% | +38.2% | +27.3% |
| 5Y | +207.9% | +49.8% | +158.0% | +82.1% |
| All | +187.7% | +103.7% | +84.0% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling