+349.0%
TECK vs TRGP
+863.3%
-514.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +0.7% | +8.0% | -7.3% | -3.3% |
| 3M | +4.6% | +8.3% | -3.6% | -0.5% |
| 6M | +25.1% | +23.9% | +1.2% | +10.1% |
| YTD | +39.2% | +59.6% | -20.5% | +7.7% |
| 1Y | +60.3% | +79.4% | -19.1% | +16.1% |
| 3Y | +62.9% | +269.4% | -206.5% | -19.1% |
| 5Y | +181.5% | +641.6% | -460.2% | +1.5% |
| All | +349.0% | +863.3% | -514.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling