+585.5%
TECK vs QSR
+206.0%
+379.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.3% |
| 7D | +4.9% | -2.4% | +7.2% | +6.3% |
| 30D | +5.2% | +5.7% | -0.5% | +1.6% |
| 3M | +13.8% | +6.9% | +6.9% | +8.5% |
| 6M | +38.5% | +6.9% | +31.6% | +30.8% |
| YTD | +47.3% | +14.9% | +32.4% | +32.0% |
| 1Y | +81.0% | +29.1% | +51.9% | +49.9% |
| 3Y | +79.9% | +26.1% | +53.7% | +47.3% |
| 5Y | +207.9% | +42.3% | +165.6% | +129.0% |
| 10Y | +389.5% | +134.0% | +255.5% | +124.0% |
| All | +585.5% | +206.0% | +379.6% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling