+67.4%
TECK vs TLN
+589.3%
-521.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | +4.9% | +5.8% | -1.0% | +3.2% |
| 30D | +5.2% | -6.9% | +12.0% | +7.0% |
| 3M | +13.8% | -10.9% | +24.7% | +16.7% |
| 6M | +38.5% | -4.6% | +43.1% | +38.9% |
| YTD | +47.3% | -14.7% | +62.1% | +51.0% |
| 1Y | +81.0% | -17.9% | +98.9% | +86.6% |
| 3Y | +79.9% | +483.9% | -404.0% | +4.5% |
| All | +67.4% | +589.3% | -521.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling