+70.1%
TECK vs RY
+160.3%
-90.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.9% |
| 30D | -7.1% | +5.0% | -12.2% | -11.2% |
| 3M | -5.5% | -5.3% | -0.2% | -0.1% |
| 6M | -9.7% | +13.8% | -23.5% | -21.5% |
| YTD | +26.3% | +21.0% | +5.3% | +3.4% |
| 1Y | +44.4% | +40.5% | +3.9% | +2.7% |
| 3Y | +70.1% | +159.7% | -89.6% | -29.2% |
| All | +70.1% | +160.3% | -90.2% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling