+211.2%
TECK vs REPL
-6.0%
+217.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -0.3% | -3.0% | +2.6% | -0.2% |
| 30D | +4.6% | +27.1% | -22.5% | +3.4% |
| 3M | +2.8% | +52.4% | -49.5% | -1.2% |
| 6M | +24.9% | +107.4% | -82.6% | +11.7% |
| YTD | +44.7% | +54.7% | -10.0% | +31.5% |
| 1Y | +112.0% | +158.9% | -46.9% | +81.0% |
| 3Y | +67.6% | -23.7% | +91.3% | +37.2% |
| 5Y | +200.3% | -54.3% | +254.7% | +153.5% |
| All | +211.2% | -6.0% | +217.2% | +110.4% |
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