+56.5%
TEL vs TECK
+180.1%
-123.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +2.4% | +4.6% | -2.2% | +0.7% |
| 6M | +4.1% | +25.1% | -21.0% | -2.7% |
| YTD | -5.8% | +39.2% | -45.0% | -14.4% |
| 1Y | +0.9% | +60.3% | -59.5% | -11.7% |
| 3Y | +72.6% | +62.9% | +9.7% | +45.5% |
| All | +56.5% | +180.1% | -123.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling