+205.5%
TECK vs RY
+360.9%
-155.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.5% |
| 7D | -0.2% | -0.9% | +0.6% | +1.1% |
| 30D | -7.5% | +5.9% | -13.4% | -13.7% |
| 3M | -8.4% | -4.3% | -4.2% | -3.6% |
| 6M | -2.2% | +12.1% | -14.4% | -16.1% |
| YTD | +26.8% | +20.3% | +6.6% | +0.3% |
| 1Y | +46.5% | +41.0% | +5.5% | -5.3% |
| 3Y | +69.0% | +157.5% | -88.5% | -51.0% |
| 5Y | +138.8% | +123.2% | +15.6% | -15.3% |
| All | +205.5% | +360.9% | -155.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling