+153.7%
TECK vs REPL
-33.0%
+186.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +6.9% |
| 7D | +3.1% | +14.2% | -11.1% | +2.8% |
| 30D | -5.0% | +65.9% | -70.8% | -6.0% |
| 3M | -2.6% | +84.6% | -87.2% | -3.9% |
| 6M | 0.0% | +446.9% | -447.0% | -5.4% |
| YTD | +35.6% | +129.0% | -93.4% | +28.7% |
| 1Y | +58.1% | +167.9% | -109.8% | +49.4% |
| 3Y | +93.3% | +93.9% | -0.6% | +68.6% |
| 5Y | +153.7% | -33.0% | +186.7% | +150.9% |
| All | +153.7% | -33.0% | +186.7% | +150.9% |
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