+64.5%
TECK vs TLN
+583.6%
-519.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.6% |
| 7D | -0.3% | +7.1% | -7.4% | -2.2% |
| 30D | +4.6% | -3.9% | +8.5% | +5.4% |
| 3M | +2.8% | -16.2% | +19.0% | +7.3% |
| 6M | +24.9% | -5.8% | +30.7% | +25.7% |
| YTD | +44.7% | -15.4% | +60.2% | +48.7% |
| 1Y | +112.0% | -16.7% | +128.7% | +117.8% |
| 3Y | +67.6% | +473.8% | -406.2% | -2.1% |
| All | +64.5% | +583.6% | -519.1% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling