+216.8%
TECK vs REPL
-9.7%
+226.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | +4.9% | -9.6% | +14.4% | +5.3% |
| 30D | +5.2% | +5.7% | -0.5% | +4.8% |
| 3M | +13.8% | +56.4% | -42.6% | +9.1% |
| 6M | +38.5% | +67.4% | -28.9% | +25.6% |
| YTD | +47.3% | +48.7% | -1.3% | +34.1% |
| 1Y | +81.0% | +148.3% | -67.3% | +54.9% |
| 3Y | +79.9% | -26.7% | +106.6% | +47.5% |
| 5Y | +207.9% | -54.1% | +262.0% | +158.6% |
| All | +216.8% | -9.7% | +226.5% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling