+1,968.8%
TECK vs TAP
+160.6%
+1,808.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +1.7% | -4.5% | +6.2% | +4.0% |
| 30D | -7.6% | +7.5% | -15.1% | -11.6% |
| 3M | -5.9% | -4.9% | -1.0% | -4.7% |
| 6M | -2.8% | -3.5% | +0.6% | -3.8% |
| YTD | +31.8% | -11.4% | +43.2% | +34.8% |
| 1Y | +49.1% | -10.8% | +59.9% | +51.1% |
| 3Y | +83.0% | -24.5% | +107.5% | +95.2% |
| 5Y | +150.6% | +2.5% | +148.2% | +115.3% |
| 10Y | +219.0% | -47.6% | +266.5% | +278.3% |
| All | +1,968.8% | +160.6% | +1,808.2% | +1,197.8% |
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