+389.5%
TECK vs TAP
-51.4%
+440.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.9% |
| 7D | +4.9% | -5.1% | +10.0% | +6.9% |
| 30D | +5.2% | -8.4% | +13.6% | +8.6% |
| 3M | +13.8% | -3.9% | +17.7% | +14.2% |
| 6M | +38.5% | -14.4% | +52.9% | +45.1% |
| YTD | +47.3% | -14.7% | +62.1% | +53.6% |
| 1Y | +81.0% | -18.7% | +99.7% | +91.4% |
| 3Y | +79.9% | -32.6% | +112.5% | +101.7% |
| 5Y | +207.9% | -1.4% | +209.3% | +173.9% |
| 10Y | +389.5% | -50.4% | +439.9% | +430.4% |
| All | +389.5% | -51.4% | +440.8% | +430.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling