+2,084.0%
TECK vs NTRS
+737.9%
+1,346.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.8% |
| 30D | +0.7% | -0.7% | +1.4% | +1.0% |
| 3M | +4.6% | +11.3% | -6.7% | -2.6% |
| 6M | +25.1% | +35.5% | -10.4% | +2.2% |
| YTD | +39.2% | +40.6% | -1.4% | +10.5% |
| 1Y | +60.3% | +49.2% | +11.1% | +22.1% |
| 3Y | +62.9% | +167.2% | -104.3% | -17.5% |
| 5Y | +181.5% | +94.9% | +86.5% | +67.0% |
| 10Y | +362.3% | +259.5% | +102.9% | +78.9% |
| All | +2,084.0% | +737.9% | +1,346.0% | +568.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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