+61.6%
TECK vs TXG
+39.1%
+22.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -5.0% | -6.0% |
| 7D | -4.2% | +5.0% | -9.2% | -5.2% |
| 30D | -0.4% | +13.5% | -13.9% | -3.1% |
| 3M | +10.1% | +128.0% | -117.9% | -7.8% |
| 6M | +26.0% | +224.4% | -198.4% | -2.2% |
| YTD | +38.0% | +307.0% | -268.9% | +1.8% |
| 1Y | +63.8% | +427.2% | -363.5% | +13.1% |
| All | +61.6% | +39.1% | +22.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling