+83.0%
TECK vs RL
+260.1%
-177.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | -7.6% | +7.6% | -15.3% | -10.4% |
| 3M | -5.9% | -1.5% | -4.4% | -5.3% |
| 6M | -2.8% | +12.1% | -14.9% | -8.2% |
| YTD | +31.8% | +13.9% | +17.9% | +23.4% |
| 1Y | +49.1% | +20.7% | +28.5% | +36.2% |
| 3Y | +83.0% | +260.6% | -177.6% | +15.3% |
| All | +83.0% | +260.1% | -177.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling