+110.7%
TECK vs TPG
+74.1%
+36.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -3.8% | -9.4% | +5.6% | -0.2% |
| 30D | +0.7% | -5.3% | +6.0% | +2.4% |
| 3M | +4.6% | +12.9% | -8.3% | -0.7% |
| 6M | +25.1% | +20.1% | +5.0% | +15.5% |
| YTD | +39.2% | -22.5% | +61.7% | +50.3% |
| 1Y | +60.3% | -19.7% | +80.0% | +69.4% |
| 3Y | +62.9% | +81.2% | -18.3% | +19.5% |
| All | +110.7% | +74.1% | +36.6% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling