-2.2%
TECK vs RL
+11.2%
-13.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -1.2% | -4.4% | +3.1% | +0.5% |
| 30D | -5.7% | +5.6% | -11.3% | -7.2% |
| 3M | -3.6% | -0.6% | -3.0% | -3.3% |
| 6M | -2.2% | +15.5% | -17.7% | -6.7% |
| All | -2.2% | +11.2% | -13.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling