+219.1%
TECK vs TW
+221.1%
-2.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +4.6% | +3.9% | +0.7% | +3.4% |
| 3M | +2.8% | +5.7% | -2.9% | 0.0% |
| 6M | +24.9% | -14.5% | +39.4% | +29.3% |
| YTD | +44.7% | -0.9% | +45.6% | +41.6% |
| 1Y | +112.0% | -13.5% | +125.5% | +117.3% |
| 3Y | +67.6% | +25.0% | +42.6% | +45.6% |
| 5Y | +200.3% | +22.7% | +177.7% | +154.9% |
| All | +219.1% | +221.1% | -2.0% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling