+195.2%
TECK vs TMF
-87.5%
+282.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +4.6% | -2.8% | +7.4% | +4.6% |
| 3M | +2.8% | -10.9% | +13.8% | +2.9% |
| 6M | +24.9% | -21.3% | +46.2% | +24.8% |
| YTD | +44.7% | -15.9% | +60.6% | +44.7% |
| 1Y | +112.0% | -15.7% | +127.7% | +112.0% |
| 3Y | +67.6% | -43.4% | +110.9% | +66.0% |
| All | +195.2% | -87.5% | +282.7% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling