+62.9%
TECK vs TRI
-18.9%
+81.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.9% |
| 7D | -3.8% | -7.9% | +4.0% | -4.1% |
| 30D | +0.7% | -4.5% | +5.2% | +0.6% |
| 3M | +4.6% | +22.1% | -17.5% | +4.5% |
| 6M | +25.1% | -2.8% | +27.9% | +27.1% |
| YTD | +39.2% | -23.4% | +62.6% | +49.3% |
| 1Y | +60.3% | -41.5% | +101.9% | +87.2% |
| 3Y | +62.9% | -19.2% | +82.1% | +68.5% |
| All | +62.9% | -18.9% | +81.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling