+179.2%
TECK vs TRGP
+627.0%
-447.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.4% |
| 7D | -4.2% | -0.6% | -3.7% | -3.9% |
| 30D | -0.4% | +10.0% | -10.3% | -6.2% |
| 3M | +10.1% | +7.6% | +2.5% | +4.0% |
| 6M | +26.0% | +26.8% | -0.8% | +5.6% |
| YTD | +38.0% | +60.6% | -22.5% | -1.2% |
| 1Y | +63.8% | +82.5% | -18.7% | +6.2% |
| 3Y | +68.5% | +265.0% | -196.5% | -39.2% |
| 5Y | +179.2% | +645.9% | -466.7% | -39.9% |
| All | +179.2% | +627.0% | -447.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling