+198.0%
TECK vs QID
-80.6%
+278.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.1% |
| 7D | +4.9% | -1.9% | +6.8% | +4.0% |
| 30D | +5.2% | +1.7% | +3.5% | +6.1% |
| 3M | +13.8% | -3.9% | +17.7% | +14.0% |
| 6M | +38.5% | -30.0% | +68.5% | +24.6% |
| YTD | +47.3% | -28.2% | +75.6% | +34.9% |
| 1Y | +81.0% | -35.6% | +116.6% | +60.8% |
| 3Y | +79.9% | -74.3% | +154.1% | +27.8% |
| All | +198.0% | -80.6% | +278.6% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling