+57.5%
TECK vs URA
-32.2%
+89.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +4.9% |
| 7D | +2.3% | -10.5% | +12.8% | +9.4% |
| 30D | -5.0% | -18.6% | +13.6% | +7.6% |
| 3M | -0.3% | -23.0% | +22.7% | +16.4% |
| 6M | +13.9% | -40.3% | +54.2% | +53.3% |
| YTD | +35.2% | -23.5% | +58.7% | +63.7% |
| 1Y | +57.5% | -31.1% | +88.7% | +100.8% |
| All | +57.5% | -32.2% | +89.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling