+194.2%
TECK vs TSLQ
-97.3%
+291.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.0% | +12.1% | +3.1% |
| 7D | +7.8% | -8.6% | +16.3% | +6.8% |
| 30D | +8.3% | -24.9% | +33.2% | +4.9% |
| 3M | +16.1% | -1.5% | +17.6% | +18.6% |
| 6M | +42.9% | -18.1% | +60.9% | +45.1% |
| YTD | +50.8% | -0.1% | +50.9% | +57.7% |
| 1Y | +106.1% | -51.4% | +157.4% | +101.9% |
| 3Y | +84.0% | -95.9% | +180.0% | +61.9% |
| All | +194.2% | -97.3% | +291.5% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling