+229.9%
TECK vs QID
-100.0%
+329.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.3% |
| 7D | +7.8% | -2.7% | +10.5% | +5.9% |
| 30D | +8.3% | +1.8% | +6.5% | +9.6% |
| 3M | +16.1% | -2.2% | +18.2% | +17.4% |
| 6M | +42.9% | -32.1% | +75.0% | +17.6% |
| YTD | +50.8% | -28.6% | +79.3% | +29.7% |
| 1Y | +106.1% | -36.3% | +142.4% | +67.6% |
| 3Y | +84.0% | -74.4% | +158.4% | -3.9% |
| 5Y | +223.5% | -80.8% | +304.2% | +68.5% |
| 10Y | +378.1% | -99.1% | +477.2% | -64.6% |
| All | +229.9% | -100.0% | +329.8% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling