+188.6%
TECK vs TXG
-62.8%
+251.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -3.8% | +9.5% | -13.3% | -5.5% |
| 30D | +0.7% | +18.8% | -18.0% | -2.6% |
| 3M | +4.6% | +136.1% | -131.5% | -11.4% |
| 6M | +25.1% | +235.2% | -210.1% | -1.2% |
| YTD | +39.2% | +320.5% | -281.4% | +5.0% |
| 1Y | +60.3% | +425.2% | -364.9% | +14.8% |
| 3Y | +62.9% | +42.9% | +20.0% | +34.9% |
| All | +188.6% | -62.8% | +251.3% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling