+2,171.4%
TECK vs TAP
+163.9%
+2,007.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.8% |
| 30D | +4.6% | -2.1% | +6.8% | +5.5% |
| 3M | +2.8% | +6.6% | -3.8% | -2.1% |
| 6M | +24.9% | -11.5% | +36.4% | +30.3% |
| YTD | +44.7% | -10.3% | +55.0% | +48.6% |
| 1Y | +112.0% | -14.4% | +126.4% | +121.2% |
| 3Y | +67.6% | -28.3% | +95.9% | +85.7% |
| 5Y | +200.3% | +1.7% | +198.6% | +160.9% |
| 10Y | +358.2% | -49.2% | +407.4% | +460.9% |
| All | +2,171.4% | +163.9% | +2,007.5% | +1,330.9% |
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 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