+206.8%
TECK vs TW
+206.7%
+0.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -3.8% | -4.5% | +0.6% | -2.6% |
| 30D | +0.7% | -2.3% | +3.0% | +1.3% |
| 3M | +4.6% | +2.6% | +2.0% | +2.7% |
| 6M | +25.1% | -17.5% | +42.7% | +30.8% |
| YTD | +39.2% | -5.3% | +44.5% | +37.8% |
| 1Y | +60.3% | -14.8% | +75.1% | +64.6% |
| 3Y | +62.9% | +18.8% | +44.1% | +43.5% |
| 5Y | +181.5% | +20.7% | +160.7% | +139.2% |
| All | +206.8% | +206.7% | +0.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling