+349.0%
TECK vs RJF
+429.3%
-80.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -2.1% |
| 30D | +0.7% | -4.3% | +5.0% | +3.5% |
| 3M | +4.6% | +15.7% | -11.1% | -5.2% |
| 6M | +25.1% | +17.8% | +7.3% | +11.7% |
| YTD | +39.2% | +9.2% | +30.0% | +29.8% |
| 1Y | +60.3% | +2.8% | +57.6% | +54.8% |
| 3Y | +62.9% | +69.5% | -6.6% | +8.7% |
| 5Y | +181.5% | +105.9% | +75.5% | +58.0% |
| All | +349.0% | +429.3% | -80.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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