+219.0%
TECK vs RY
+354.4%
-135.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.2% |
| 7D | +1.7% | -0.6% | +2.3% | +2.6% |
| 30D | -7.6% | +6.1% | -13.8% | -14.1% |
| 3M | -5.9% | -3.4% | -2.5% | -2.0% |
| 6M | -2.8% | +12.8% | -15.6% | -17.3% |
| YTD | +31.8% | +21.0% | +10.8% | +3.5% |
| 1Y | +49.1% | +40.5% | +8.7% | -3.2% |
| 3Y | +83.0% | +159.9% | -76.9% | -47.6% |
| 5Y | +150.6% | +125.0% | +25.6% | -12.0% |
| 10Y | +219.0% | +350.6% | -131.6% | -39.7% |
| All | +219.0% | +354.4% | -135.4% | -39.7% |
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