+1,968.8%
TECK vs RL
+2,594.0%
-625.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 3M | -5.9% | -1.5% | -4.4% | -5.3% |
| 6M | -2.8% | +12.1% | -14.9% | -9.1% |
| YTD | +31.8% | +13.9% | +17.9% | +22.2% |
| 1Y | +49.1% | +20.7% | +28.5% | +34.3% |
| 3Y | +83.0% | +260.6% | -177.6% | -8.1% |
| 5Y | +150.6% | +248.9% | -98.2% | +22.4% |
| 10Y | +219.0% | +355.9% | -136.9% | +22.0% |
| All | +1,968.8% | +2,594.0% | -625.2% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling