+218.0%
TECK vs TAP
-47.8%
+265.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.2% | -8.0% | +6.8% | +1.9% |
| 30D | -5.7% | +4.1% | -9.8% | -7.6% |
| 3M | -3.6% | -4.4% | +0.7% | -2.8% |
| 6M | -2.2% | -1.9% | -0.3% | -3.4% |
| YTD | +33.6% | -12.1% | +45.6% | +36.7% |
| 1Y | +49.0% | -12.0% | +61.0% | +51.8% |
| 3Y | +85.4% | -25.0% | +110.4% | +96.9% |
| 5Y | +138.5% | -1.1% | +139.6% | +112.1% |
| 10Y | +218.0% | -47.6% | +265.6% | +224.5% |
| All | +218.0% | -47.8% | +265.8% | +224.5% |
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