+558.3%
TECK vs QS
-43.2%
+601.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +4.0% |
| 7D | +7.8% | +2.2% | +5.6% | +7.6% |
| 30D | +8.3% | -8.1% | +16.3% | +9.0% |
| 3M | +16.1% | -27.0% | +43.1% | +18.7% |
| 6M | +42.9% | -16.4% | +59.3% | +44.6% |
| YTD | +50.8% | -46.4% | +97.1% | +57.3% |
| 1Y | +106.1% | -41.1% | +147.2% | +111.5% |
| 3Y | +84.0% | -18.6% | +102.7% | +77.7% |
| 5Y | +223.5% | -73.0% | +296.5% | +217.8% |
| All | +558.3% | -43.2% | +601.6% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling