+57.5%
TECK vs REPL
+125.1%
-67.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +2.3% | +28.8% | -26.6% | +2.0% |
| 30D | -5.0% | +57.3% | -62.4% | -5.5% |
| 3M | -0.3% | +73.6% | -73.9% | -0.8% |
| 6M | +13.9% | +582.8% | -569.0% | +9.0% |
| YTD | +35.2% | +112.9% | -77.7% | +28.4% |
| 1Y | +57.5% | +130.7% | -73.1% | +43.7% |
| All | +57.5% | +125.1% | -67.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling