+502.8%
TECK vs QS
-47.4%
+550.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.2% |
| 7D | -4.2% | -5.0% | +0.7% | -3.8% |
| 30D | -0.4% | -18.3% | +17.9% | +1.3% |
| 3M | +10.1% | -26.0% | +36.1% | +12.5% |
| 6M | +26.0% | -24.0% | +50.0% | +28.5% |
| YTD | +38.0% | -50.3% | +88.3% | +45.0% |
| 1Y | +63.8% | -38.0% | +101.7% | +67.9% |
| 3Y | +68.5% | -24.6% | +93.1% | +63.7% |
| 5Y | +179.2% | -75.4% | +254.6% | +176.1% |
| All | +502.8% | -47.4% | +550.2% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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