+66.6%
TEL vs TECK
+64.4%
+2.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.8% |
| 7D | -2.3% | -4.2% | +2.0% | -1.2% |
| 30D | -6.1% | -0.4% | -5.7% | -6.2% |
| 3M | +1.7% | +10.1% | -8.5% | -1.7% |
| 6M | +1.6% | +26.0% | -24.4% | -6.1% |
| YTD | -9.1% | +38.0% | -47.1% | -18.1% |
| 1Y | -1.7% | +63.8% | -65.4% | -15.7% |
| All | +66.6% | +64.4% | +2.2% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling