+389.5%
TECK vs URA
+369.2%
+20.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.4% |
| 7D | +4.9% | +5.7% | -0.9% | +1.3% |
| 30D | +5.2% | +5.6% | -0.4% | +1.4% |
| 3M | +13.8% | +6.2% | +7.6% | +9.3% |
| 6M | +38.5% | -8.2% | +46.7% | +45.1% |
| YTD | +47.3% | +9.7% | +37.7% | +36.5% |
| 1Y | +81.0% | +17.0% | +64.0% | +56.2% |
| 3Y | +79.9% | +118.5% | -38.6% | -4.1% |
| 5Y | +207.9% | +134.3% | +73.5% | +42.2% |
| 10Y | +389.5% | +377.5% | +12.0% | +41.2% |
| All | +389.5% | +369.2% | +20.2% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling