+70.1%
TECK vs TMF
-32.2%
+102.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | -0.4% | -9.3% | +8.8% | +0.6% |
| 30D | -7.1% | +1.9% | -9.0% | -7.3% |
| 3M | -5.5% | -11.2% | +5.8% | -4.3% |
| 6M | -9.7% | -17.7% | +8.0% | -7.9% |
| YTD | +26.3% | -24.5% | +50.7% | +29.4% |
| 1Y | +44.4% | -29.4% | +73.8% | +48.3% |
| 3Y | +70.1% | -33.4% | +103.5% | +77.5% |
| All | +70.1% | -32.2% | +102.3% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling