+304.6%
TECK vs TXG
+24.6%
+280.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -2.7% |
| 7D | +4.9% | +9.1% | -4.3% | +3.2% |
| 30D | +5.2% | +14.9% | -9.7% | +2.4% |
| 3M | +13.8% | +120.0% | -106.2% | -2.1% |
| 6M | +38.5% | +221.8% | -183.3% | +10.8% |
| YTD | +47.3% | +312.6% | -265.2% | +12.2% |
| 1Y | +81.0% | +398.4% | -317.5% | +31.6% |
| 3Y | +79.9% | +42.1% | +37.8% | +50.8% |
| 5Y | +207.9% | -63.5% | +271.3% | +195.2% |
| All | +304.6% | +24.6% | +280.0% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling