+83.4%
TECK vs URA
-31.1%
+114.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | +4.6% | +7.4% | -2.8% | -1.0% |
| 3M | +2.8% | -8.4% | +11.2% | +8.8% |
| 6M | +24.9% | -12.7% | +37.6% | +35.8% |
| YTD | +44.7% | +7.8% | +37.0% | +33.4% |
| 1Y | +112.0% | +19.5% | +92.5% | +75.0% |
| 3Y | +67.6% | +116.4% | -48.8% | -18.5% |
| 5Y | +200.3% | +134.3% | +66.1% | +22.1% |
| 10Y | +358.2% | +359.3% | -1.0% | -3.3% |
| All | +83.4% | -31.1% | +114.5% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling