+937.6%
TECK vs TMF
-68.9%
+1,006.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | -0.3% | -1.4% | +1.1% | -0.7% |
| 30D | +4.6% | -2.8% | +7.4% | +3.9% |
| 3M | +2.8% | -10.9% | +13.8% | 0.0% |
| 6M | +24.9% | -21.3% | +46.2% | +17.5% |
| YTD | +44.7% | -15.9% | +60.6% | +38.6% |
| 1Y | +112.0% | -15.7% | +127.7% | +103.3% |
| 3Y | +67.6% | -43.4% | +110.9% | +49.4% |
| 5Y | +200.3% | -87.8% | +288.1% | +75.5% |
| 10Y | +358.2% | -86.7% | +445.0% | +222.6% |
| All | +937.6% | -68.9% | +1,006.5% | +1,290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling