+150.6%
TECK vs TAP
+2.6%
+148.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +1.7% | -4.5% | +6.2% | +2.4% |
| 30D | -7.6% | +7.5% | -15.1% | -8.7% |
| 3M | -5.9% | -4.9% | -1.0% | -5.3% |
| 6M | -2.8% | -3.5% | +0.6% | -2.8% |
| YTD | +31.8% | -11.4% | +43.2% | +33.7% |
| 1Y | +49.1% | -10.8% | +59.9% | +50.7% |
| 3Y | +83.0% | -24.5% | +107.5% | +90.4% |
| 5Y | +150.6% | +2.5% | +148.2% | +123.9% |
| All | +150.6% | +2.6% | +148.0% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling