+153.7%
TECK vs RBA
+47.6%
+106.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.3% |
| 7D | +3.1% | +2.5% | +0.6% | +2.4% |
| 30D | -5.0% | +11.6% | -16.5% | -7.8% |
| 3M | -2.6% | +1.5% | -4.1% | -3.2% |
| 6M | 0.0% | -6.6% | +6.6% | +0.5% |
| YTD | +35.6% | -6.3% | +41.9% | +35.6% |
| 1Y | +58.1% | -4.0% | +62.0% | +56.9% |
| 3Y | +93.3% | +47.3% | +46.1% | +69.3% |
| 5Y | +153.7% | +47.7% | +106.1% | +117.5% |
| All | +153.7% | +47.6% | +106.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling