+62.9%
TECK vs TDY
+46.9%
+16.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -3.8% | -1.1% | -2.7% | -3.1% |
| 30D | +0.7% | -12.0% | +12.8% | +10.2% |
| 3M | +4.6% | -3.2% | +7.8% | +6.9% |
| 6M | +25.1% | -7.9% | +33.0% | +32.4% |
| YTD | +39.2% | +18.2% | +21.0% | +26.2% |
| 1Y | +60.3% | +6.7% | +53.7% | +54.4% |
| 3Y | +62.9% | +47.5% | +15.4% | +28.4% |
| All | +62.9% | +46.9% | +16.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling