+69.2%
TECK vs URA
-49.7%
+118.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -3.1% |
| 30D | -5.7% | -10.8% | +5.1% | +2.1% |
| 3M | -3.6% | -25.5% | +21.9% | +17.8% |
| 6M | -2.2% | -41.2% | +39.0% | +40.7% |
| YTD | +33.6% | -21.3% | +54.8% | +53.0% |
| 1Y | +49.0% | -25.7% | +74.7% | +76.5% |
| 3Y | +85.4% | +43.1% | +42.3% | +22.3% |
| 5Y | +138.5% | +35.6% | +102.9% | +52.3% |
| 10Y | +218.0% | +281.3% | -63.3% | -25.3% |
| All | +69.2% | -49.7% | +118.9% | +54.2% |
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 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