+179.1%
TECK vs TENB
-9.4%
+188.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.1% |
| 7D | -3.8% | -12.1% | +8.2% | -1.1% |
| 30D | +0.7% | -18.6% | +19.4% | +4.7% |
| 3M | +4.6% | +12.1% | -7.4% | +0.1% |
| 6M | +25.1% | +46.8% | -21.7% | +11.1% |
| YTD | +39.2% | +28.0% | +11.2% | +26.6% |
| 1Y | +60.3% | -1.4% | +61.7% | +55.7% |
| 3Y | +62.9% | -33.9% | +96.8% | +71.0% |
| 5Y | +181.5% | -34.6% | +216.1% | +178.8% |
| All | +179.1% | -9.4% | +188.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling