+72.5%
TECK vs RJF
+71.0%
+1.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +4.9% | -0.3% | +5.1% | +5.0% |
| 30D | +5.2% | -2.0% | +7.2% | +6.1% |
| 3M | +13.8% | +16.3% | -2.5% | +5.6% |
| 6M | +38.5% | +16.9% | +21.6% | +27.9% |
| YTD | +47.3% | +10.4% | +36.9% | +39.1% |
| 1Y | +81.0% | +7.4% | +73.6% | +72.5% |
| All | +72.5% | +71.0% | +1.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling