+178.3%
TECK vs TW
+301.3%
-123.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | -0.4% | +3.9% | -4.4% | -1.5% |
| 30D | -7.1% | +19.9% | -27.0% | -11.7% |
| 3M | -5.5% | +25.9% | -31.4% | -11.6% |
| 6M | -9.7% | +21.1% | -30.8% | -15.6% |
| YTD | +26.3% | +23.9% | +2.3% | +15.7% |
| 1Y | +44.4% | +21.2% | +23.1% | +33.4% |
| 3Y | +70.1% | +44.8% | +25.3% | +43.0% |
| 5Y | +125.8% | +41.4% | +84.4% | +86.3% |
| All | +178.3% | +301.3% | -123.1% | +46.6% |
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 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