+809.1%
TECK vs TMF
-69.2%
+878.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.2% | +1.2% | -1.5% | 0.0% |
| 30D | -7.5% | +19.7% | -27.3% | -3.4% |
| 3M | -8.4% | -2.1% | -6.3% | -8.8% |
| 6M | -2.2% | -13.4% | +11.2% | -5.6% |
| YTD | +26.8% | -16.7% | +43.6% | +21.2% |
| 1Y | +46.5% | -23.3% | +69.9% | +37.2% |
| 3Y | +69.0% | -24.8% | +93.8% | +63.0% |
| 5Y | +138.8% | -88.0% | +226.8% | +38.0% |
| 10Y | +224.3% | -84.7% | +309.1% | +141.5% |
| All | +809.1% | -69.2% | +878.3% | +1,116.7% |
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