+61.6%
TECK vs TSLQ
-95.5%
+157.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -6.0% |
| 7D | -4.2% | +5.7% | -9.9% | -3.4% |
| 30D | -0.4% | -21.1% | +20.7% | -2.8% |
| 3M | +10.1% | -11.5% | +21.7% | +10.9% |
| 6M | +26.0% | -14.9% | +40.9% | +28.6% |
| YTD | +38.0% | +2.4% | +35.6% | +44.9% |
| 1Y | +63.8% | -49.8% | +113.6% | +61.2% |
| All | +61.6% | -95.5% | +157.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling