+112.0%
TECK vs TPG
-6.0%
+118.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | +4.6% | +11.1% | -6.5% | +1.9% |
| 3M | +2.8% | +26.3% | -23.4% | -2.8% |
| 6M | +24.9% | +18.3% | +6.5% | +18.6% |
| YTD | +44.7% | -14.4% | +59.2% | +42.6% |
| 1Y | +112.0% | -6.7% | +118.7% | +103.3% |
| All | +112.0% | -6.0% | +118.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling