+188.6%
TECK vs RNG
-68.4%
+256.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.8% | -6.1% | +2.2% | -3.2% |
| 30D | +0.7% | +9.6% | -8.9% | -0.4% |
| 3M | +4.6% | +83.3% | -78.7% | -3.3% |
| 6M | +25.1% | +77.9% | -52.8% | +15.0% |
| YTD | +39.2% | +139.9% | -100.8% | +20.8% |
| 1Y | +60.3% | +121.7% | -61.3% | +40.5% |
| 3Y | +62.9% | +121.9% | -59.0% | +39.6% |
| All | +188.6% | -68.4% | +256.9% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling