+378.1%
TECK vs TMF
-86.8%
+464.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +7.8% | +1.0% | +6.8% | +7.9% |
| 30D | +8.3% | -1.8% | +10.1% | +8.1% |
| 3M | +16.1% | -8.2% | +24.3% | +14.9% |
| 6M | +42.9% | -19.5% | +62.3% | +38.9% |
| YTD | +50.8% | -16.0% | +66.7% | +47.5% |
| 1Y | +106.1% | -22.5% | +128.6% | +99.6% |
| 3Y | +84.0% | -42.3% | +126.3% | +73.6% |
| 5Y | +223.5% | -87.7% | +311.2% | +124.0% |
| 10Y | +378.1% | -86.5% | +464.6% | +309.8% |
| All | +378.1% | -86.8% | +464.9% | +309.8% |
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