+76.9%
TECK vs TMF
-41.6%
+118.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +4.6% | -2.8% | +7.4% | +4.9% |
| 3M | +2.8% | -10.9% | +13.8% | +3.8% |
| 6M | +24.9% | -21.3% | +46.2% | +26.8% |
| YTD | +44.7% | -15.9% | +60.6% | +46.5% |
| 1Y | +112.0% | -15.7% | +127.7% | +114.4% |
| All | +76.9% | -41.6% | +118.5% | +87.4% |
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