+112.0%
TECK vs TSLQ
-50.5%
+162.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +2.4% |
| 7D | -0.3% | -5.8% | +5.4% | -1.1% |
| 30D | +4.6% | -22.1% | +26.7% | +0.8% |
| 3M | +2.8% | +10.1% | -7.2% | +8.6% |
| 6M | +24.9% | -6.8% | +31.7% | +30.3% |
| YTD | +44.7% | +8.5% | +36.2% | +54.8% |
| 1Y | +112.0% | -49.7% | +161.7% | +114.3% |
| All | +112.0% | -50.5% | +162.5% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling