+62.9%
TECK vs TW
+19.1%
+43.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.8% | -4.5% | +0.6% | -3.9% |
| 30D | +0.7% | -2.3% | +3.0% | +0.7% |
| 3M | +4.6% | +2.6% | +2.0% | +4.1% |
| 6M | +25.1% | -17.5% | +42.7% | +27.5% |
| YTD | +39.2% | -5.3% | +44.5% | +38.4% |
| 1Y | +60.3% | -14.8% | +75.1% | +62.9% |
| 3Y | +62.9% | +18.8% | +44.1% | +61.3% |
| All | +62.9% | +19.1% | +43.8% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling