+2,171.4%
TECK vs RY
+3,077.1%
-905.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.3% |
| 7D | -0.3% | +3.1% | -3.5% | -4.1% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | +2.8% | +8.7% | -5.8% | -7.7% |
| 6M | +24.9% | +28.5% | -3.6% | -8.4% |
| YTD | +44.7% | +25.1% | +19.6% | +9.9% |
| 1Y | +112.0% | +46.3% | +65.7% | +32.4% |
| 3Y | +67.6% | +154.9% | -87.3% | -48.1% |
| 5Y | +200.3% | +140.3% | +60.1% | +1.7% |
| 10Y | +358.2% | +377.0% | -18.8% | -28.6% |
| All | +2,171.4% | +3,077.1% | -905.7% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling