+1,995.8%
TECK vs TAP
+158.7%
+1,837.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | -1.2% | -8.0% | +6.8% | +3.0% |
| 30D | -5.7% | +4.1% | -9.8% | -8.3% |
| 3M | -3.6% | -4.4% | +0.7% | -2.7% |
| 6M | -2.2% | -1.9% | -0.3% | -4.0% |
| YTD | +33.6% | -12.1% | +45.6% | +37.1% |
| 1Y | +49.0% | -12.0% | +61.0% | +52.1% |
| 3Y | +85.4% | -25.0% | +110.4% | +98.4% |
| 5Y | +138.5% | -1.1% | +139.6% | +108.9% |
| 10Y | +218.0% | -47.6% | +265.6% | +277.1% |
| All | +1,995.8% | +158.7% | +1,837.1% | +1,219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling