+2,212.2%
TECK vs TRI
+579.0%
+1,633.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -0.9% |
| 7D | +4.9% | -8.4% | +13.3% | +10.9% |
| 30D | +5.2% | -6.5% | +11.7% | +8.7% |
| 3M | +13.8% | +18.6% | -4.8% | -6.7% |
| 6M | +38.5% | -10.4% | +48.9% | +34.1% |
| YTD | +47.3% | -23.7% | +71.0% | +55.0% |
| 1Y | +81.0% | -42.5% | +123.5% | +140.7% |
| 3Y | +79.9% | -19.3% | +99.1% | +66.7% |
| 5Y | +207.9% | -9.7% | +217.5% | +147.5% |
| 10Y | +389.5% | +194.4% | +195.0% | +16.0% |
| All | +2,212.2% | +579.0% | +1,633.2% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling