+49.0%
TECK vs URA
-26.7%
+75.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | -1.2% | +2.9% | -4.1% | -2.9% |
| 30D | -5.7% | -10.8% | +5.1% | +1.3% |
| 3M | -3.6% | -25.5% | +21.9% | +15.4% |
| 6M | -2.2% | -41.2% | +39.0% | +33.6% |
| YTD | +33.6% | -21.3% | +54.8% | +58.3% |
| 1Y | +49.0% | -25.7% | +74.7% | +82.2% |
| All | +49.0% | -26.7% | +75.7% | +82.2% |
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 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