+223.5%
TECK vs URA
+131.0%
+92.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +2.5% |
| 7D | +7.8% | +8.1% | -0.3% | +3.4% |
| 30D | +8.3% | +5.8% | +2.5% | +4.9% |
| 3M | +16.1% | +3.4% | +12.6% | +13.7% |
| 6M | +42.9% | -2.6% | +45.5% | +44.3% |
| YTD | +50.8% | +11.2% | +39.6% | +41.5% |
| 1Y | +106.1% | +19.8% | +86.2% | +82.2% |
| 3Y | +84.0% | +121.5% | -37.4% | +11.6% |
| 5Y | +223.5% | +134.5% | +89.0% | +85.0% |
| All | +223.5% | +131.0% | +92.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling