+72.5%
TECK vs RRC
+31.0%
+41.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +4.9% | -1.7% | +6.6% | +5.4% |
| 30D | +5.2% | +3.6% | +1.6% | +4.1% |
| 3M | +13.8% | +8.8% | +4.9% | +10.6% |
| 6M | +38.5% | +0.8% | +37.7% | +36.3% |
| YTD | +47.3% | +19.0% | +28.4% | +35.5% |
| 1Y | +81.0% | +22.9% | +58.1% | +62.8% |
| All | +72.5% | +31.0% | +41.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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