+112.0%
TECK vs TLN
-17.2%
+129.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.9% |
| 7D | -0.3% | +7.1% | -7.4% | -2.7% |
| 30D | +4.6% | -3.9% | +8.5% | +5.5% |
| 3M | +2.8% | -16.2% | +19.0% | +8.3% |
| 6M | +24.9% | -5.8% | +30.7% | +25.6% |
| YTD | +44.7% | -15.4% | +60.2% | +49.2% |
| 1Y | +112.0% | -16.7% | +128.7% | +125.6% |
| All | +112.0% | -17.2% | +129.2% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling