+1,077.0%
TER vs TECK
+218.8%
+858.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.8% |
| 7D | +5.9% | -1.2% | +7.1% | +7.0% |
| 30D | -30.8% | -5.7% | -25.0% | -28.9% |
| 3M | -29.9% | -3.6% | -26.3% | -28.7% |
| 6M | -27.5% | -2.2% | -25.2% | -26.0% |
| YTD | +37.5% | +33.6% | +3.9% | +27.4% |
| 1Y | +50.3% | +49.0% | +1.3% | +34.3% |
| 3Y | +204.9% | +85.4% | +119.5% | +151.1% |
| 5Y | +89.2% | +138.5% | -49.3% | +37.6% |
| 10Y | +1,077.0% | +218.0% | +859.0% | +564.0% |
| All | +1,077.0% | +218.8% | +858.1% | +564.0% |
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 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