+223.5%
TECK vs REPL
-53.9%
+277.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.2% |
| 7D | +7.8% | -5.7% | +13.5% | +7.9% |
| 30D | +8.3% | +22.5% | -14.2% | +7.8% |
| 3M | +16.1% | +64.7% | -48.6% | +14.1% |
| 6M | +42.9% | +83.0% | -40.2% | +36.2% |
| YTD | +50.8% | +52.0% | -1.2% | +44.2% |
| 1Y | +106.1% | +144.5% | -38.5% | +92.2% |
| 3Y | +84.0% | -25.1% | +109.1% | +70.7% |
| 5Y | +223.5% | -52.9% | +276.3% | +202.7% |
| All | +223.5% | -53.9% | +277.4% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling