+1,895.7%
TER vs TECK
+372.8%
+1,522.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.0% |
| 7D | +12.4% | +4.9% | +7.5% | +10.4% |
| 30D | +5.1% | +5.2% | -0.1% | +3.0% |
| 3M | +4.0% | +13.8% | -9.8% | -0.5% |
| 6M | +29.5% | +38.5% | -9.0% | +17.0% |
| YTD | +98.5% | +47.3% | +51.1% | +76.7% |
| 1Y | +234.1% | +81.0% | +153.1% | +178.1% |
| 3Y | +289.0% | +79.9% | +209.2% | +218.7% |
| 5Y | +228.2% | +207.9% | +20.3% | +119.9% |
| 10Y | +1,895.7% | +389.5% | +1,506.2% | +990.2% |
| All | +1,895.7% | +372.8% | +1,522.8% | +990.2% |
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