+188.6%
TECK vs USFR
+20.6%
+168.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.0% |
| 7D | -3.8% | +0.1% | -4.0% | -3.6% |
| 30D | +0.7% | +0.4% | +0.4% | +1.4% |
| 3M | +4.6% | +1.0% | +3.6% | +6.8% |
| 6M | +25.1% | +2.0% | +23.1% | +29.2% |
| YTD | +39.2% | +2.8% | +36.4% | +44.7% |
| 1Y | +60.3% | +4.1% | +56.2% | +68.9% |
| 3Y | +62.9% | +14.1% | +48.8% | +109.3% |
| All | +188.6% | +20.6% | +168.0% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling