+60.3%
TECK vs USFR
+4.1%
+56.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.4% |
| 7D | -3.8% | +0.1% | -4.0% | -2.8% |
| 30D | +0.7% | +0.4% | +0.4% | +4.1% |
| 3M | +4.6% | +1.0% | +3.6% | +17.0% |
| 6M | +25.1% | +2.0% | +23.1% | +39.8% |
| YTD | +39.2% | +2.8% | +36.4% | +41.7% |
| 1Y | +60.3% | +4.1% | +56.2% | +26.1% |
| All | +60.3% | +4.1% | +56.2% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling