+1,881.2%
TECK vs TRMB
+2,369.2%
-488.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.4% | +2.8% | -3.3% | -1.7% |
| 30D | -7.1% | -5.9% | -1.3% | -5.9% |
| 3M | -5.5% | -3.3% | -2.2% | -5.7% |
| 6M | -9.7% | +1.3% | -11.1% | -12.7% |
| YTD | +26.3% | -29.0% | +55.2% | +43.3% |
| 1Y | +44.4% | -27.8% | +72.1% | +62.5% |
| 3Y | +70.1% | +36.3% | +33.8% | +37.4% |
| 5Y | +125.8% | -35.8% | +161.6% | +153.6% |
| 10Y | +200.6% | +103.1% | +97.5% | +87.2% |
| All | +1,881.2% | +2,369.2% | -488.0% | +788.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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