+349.0%
TECK vs QID
-99.2%
+448.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | 0.0% |
| 7D | -3.8% | +1.3% | -5.1% | -3.2% |
| 30D | +0.7% | +2.9% | -2.2% | +2.3% |
| 3M | +4.6% | -0.7% | +5.3% | +6.2% |
| 6M | +25.1% | -29.7% | +54.8% | +11.5% |
| YTD | +39.2% | -27.9% | +67.0% | +26.4% |
| 1Y | +60.3% | -34.6% | +94.9% | +41.4% |
| 3Y | +62.9% | -73.5% | +136.4% | +8.4% |
| 5Y | +181.5% | -81.0% | +262.5% | +89.0% |
| All | +349.0% | -99.2% | +448.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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