+349.0%
TECK vs USFR
+28.1%
+320.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.8% | +0.1% | -4.0% | -4.0% |
| 30D | +0.7% | +0.4% | +0.4% | +0.3% |
| 3M | +4.6% | +1.0% | +3.6% | +3.3% |
| 6M | +25.1% | +2.0% | +23.1% | +22.0% |
| YTD | +39.2% | +2.8% | +36.4% | +34.3% |
| 1Y | +60.3% | +4.1% | +56.2% | +52.1% |
| 3Y | +62.9% | +14.1% | +48.8% | +37.4% |
| 5Y | +181.5% | +20.6% | +160.9% | +119.0% |
| All | +349.0% | +28.1% | +320.9% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling