+171.4%
TECK vs REPL
+36.8%
+134.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -0.4% | +1.2% | -1.7% | -0.5% |
| 30D | -7.1% | +92.2% | -99.3% | -10.0% |
| 3M | -5.5% | +44.1% | -49.6% | -7.3% |
| 6M | -9.7% | +313.0% | -322.7% | -19.0% |
| YTD | +26.3% | +125.2% | -99.0% | +12.5% |
| 1Y | +44.4% | +143.8% | -99.4% | +28.0% |
| 3Y | +70.1% | +104.2% | -34.1% | +26.5% |
| 5Y | +125.8% | -34.5% | +160.3% | +87.7% |
| All | +171.4% | +36.8% | +134.6% | +80.1% |
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