+282.2%
TECK vs TXG
+27.0%
+255.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -3.8% | +9.5% | -13.3% | -5.4% |
| 30D | +0.7% | +18.8% | -18.0% | -2.5% |
| 3M | +4.6% | +136.1% | -131.5% | -11.1% |
| 6M | +25.1% | +235.2% | -210.1% | -0.6% |
| YTD | +39.2% | +320.5% | -281.4% | +5.7% |
| 1Y | +60.3% | +425.2% | -364.9% | +15.6% |
| 3Y | +62.9% | +42.9% | +20.0% | +36.4% |
| 5Y | +181.5% | -62.8% | +244.3% | +169.1% |
| All | +282.2% | +27.0% | +255.2% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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