+389.5%
TECK vs RL
+297.6%
+91.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.1% | -0.8% |
| 7D | +4.9% | -0.3% | +5.1% | +5.0% |
| 30D | +5.2% | -17.5% | +22.7% | +14.4% |
| 3M | +13.8% | -14.0% | +27.8% | +21.2% |
| 6M | +38.5% | -2.0% | +40.5% | +38.3% |
| YTD | +47.3% | -4.6% | +51.9% | +48.8% |
| 1Y | +81.0% | +9.5% | +71.5% | +71.7% |
| 3Y | +79.9% | +200.5% | -120.6% | +4.6% |
| 5Y | +207.9% | +226.3% | -18.4% | +64.9% |
| 10Y | +389.5% | +304.8% | +84.7% | +150.8% |
| All | +389.5% | +297.6% | +91.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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