+60.7%
TECK vs URA
-51.6%
+112.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -2.2% |
| 7D | -0.2% | -4.1% | +3.9% | +2.6% |
| 30D | -7.5% | -19.0% | +11.5% | +7.1% |
| 3M | -8.4% | -25.1% | +16.7% | +11.3% |
| 6M | -2.2% | -44.5% | +42.3% | +46.1% |
| YTD | +26.8% | -24.3% | +51.1% | +49.3% |
| 1Y | +46.5% | -28.1% | +74.6% | +77.4% |
| 3Y | +69.0% | +40.7% | +28.4% | +12.5% |
| 5Y | +138.8% | +35.5% | +103.3% | +51.4% |
| 10Y | +224.3% | +281.2% | -56.8% | -24.4% |
| All | +60.7% | -51.6% | +112.3% | +50.4% |
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