+196.9%
TECK vs TMF
-82.1%
+279.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.8% |
| 7D | -0.4% | -9.3% | +8.8% | -1.6% |
| 30D | -7.1% | +1.9% | -9.0% | -6.8% |
| 3M | -5.5% | -11.2% | +5.8% | -6.7% |
| 6M | -9.7% | -17.7% | +8.0% | -11.8% |
| YTD | +26.3% | -24.5% | +50.7% | +21.9% |
| 1Y | +44.4% | -29.4% | +73.8% | +38.1% |
| 3Y | +70.1% | -33.4% | +103.5% | +65.1% |
| 5Y | +125.8% | -88.7% | +214.5% | +52.4% |
| All | +196.9% | -82.1% | +279.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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