+389.5%
TECK vs RY
+372.5%
+16.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -0.9% |
| 7D | +4.9% | -0.5% | +5.4% | +5.5% |
| 30D | +5.2% | -1.9% | +7.1% | +7.3% |
| 3M | +13.8% | +5.1% | +8.7% | +6.1% |
| 6M | +38.5% | +28.2% | +10.3% | +0.8% |
| YTD | +47.3% | +22.9% | +24.5% | +13.4% |
| 1Y | +81.0% | +45.5% | +35.5% | +12.4% |
| 3Y | +79.9% | +156.7% | -76.8% | -47.4% |
| 5Y | +207.9% | +137.7% | +70.2% | +0.7% |
| 10Y | +389.5% | +375.5% | +14.0% | -18.4% |
| All | +389.5% | +372.5% | +16.9% | -18.4% |
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