+112.0%
TECK vs TAP
-14.5%
+126.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.3% | -2.3% | +2.0% | -0.8% |
| 30D | +4.6% | -2.1% | +6.8% | +4.2% |
| 3M | +2.8% | +6.6% | -3.8% | +4.0% |
| 6M | +24.9% | -11.5% | +36.4% | +24.5% |
| YTD | +44.7% | -10.3% | +55.0% | +45.7% |
| 1Y | +112.0% | -14.4% | +126.4% | +129.4% |
| All | +112.0% | -14.5% | +126.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling