+309.3%
TEL vs TECK
+377.7%
-68.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +1.6% | -3.8% | +5.4% | +2.5% |
| 30D | -0.7% | +0.7% | -1.4% | -1.0% |
| 3M | +2.4% | +4.6% | -2.2% | +0.7% |
| 6M | +4.1% | +25.1% | -21.0% | -2.8% |
| YTD | -5.8% | +39.2% | -45.0% | -14.7% |
| 1Y | +0.9% | +60.3% | -59.5% | -12.2% |
| 3Y | +72.6% | +62.9% | +9.7% | +44.8% |
| 5Y | +57.5% | +181.5% | -123.9% | +9.2% |
| All | +309.3% | +377.7% | -68.3% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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