+62.9%
TECK vs QSR
+25.8%
+37.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.8% | -4.0% | +0.2% | -2.8% |
| 30D | +0.7% | +2.8% | -2.0% | 0.0% |
| 3M | +4.6% | +5.1% | -0.5% | +2.9% |
| 6M | +25.1% | +8.8% | +16.3% | +20.9% |
| YTD | +39.2% | +14.8% | +24.3% | +31.3% |
| 1Y | +60.3% | +25.7% | +34.6% | +44.7% |
| 3Y | +62.9% | +27.5% | +35.4% | +47.3% |
| All | +62.9% | +25.8% | +37.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling