+207.2%
TECK vs USFR
+28.6%
+178.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -7.1% | +0.4% | -7.5% | -7.7% |
| 3M | -5.5% | +1.1% | -6.5% | -7.3% |
| 6M | -9.7% | +2.0% | -11.7% | -13.0% |
| YTD | +26.3% | +3.5% | +22.8% | +18.5% |
| 1Y | +44.4% | +4.1% | +40.3% | +34.0% |
| 3Y | +70.1% | +14.4% | +55.7% | +32.6% |
| 5Y | +125.8% | +21.4% | +104.4% | +57.0% |
| 10Y | +200.6% | +28.6% | +172.0% | +87.5% |
| All | +207.2% | +28.6% | +178.6% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling