+60.3%
TECK vs RNG
+128.1%
-67.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.8% | -6.1% | +2.2% | -4.1% |
| 30D | +0.7% | +9.6% | -8.9% | +1.1% |
| 3M | +4.6% | +83.3% | -78.7% | +6.3% |
| 6M | +25.1% | +77.9% | -52.8% | +27.1% |
| YTD | +39.2% | +139.9% | -100.8% | +41.5% |
| 1Y | +60.3% | +121.7% | -61.3% | +62.1% |
| All | +60.3% | +128.1% | -67.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling