+187.1%
TECK vs REPL
+36.1%
+151.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.6% |
| 7D | -1.2% | +5.3% | -6.5% | -1.5% |
| 30D | -5.7% | +66.6% | -72.4% | -8.1% |
| 3M | -3.6% | +59.6% | -63.2% | -5.9% |
| 6M | -2.2% | +482.4% | -484.6% | -14.2% |
| YTD | +33.6% | +124.1% | -90.5% | +19.1% |
| 1Y | +49.0% | +138.6% | -89.6% | +32.3% |
| 3Y | +85.4% | +96.0% | -10.6% | +38.6% |
| 5Y | +138.5% | -35.4% | +173.9% | +98.5% |
| All | +187.1% | +36.1% | +151.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling