+277.2%
TER vs TECK
+85.2%
+192.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | +0.1% | +1.5% |
| 7D | +11.0% | +7.8% | +3.2% | +5.7% |
| 30D | -1.9% | +8.3% | -10.1% | -7.1% |
| 3M | -0.7% | +16.1% | -16.7% | -9.6% |
| 6M | +36.4% | +42.9% | -6.5% | +11.4% |
| YTD | +92.4% | +50.8% | +41.7% | +54.5% |
| 1Y | +213.5% | +106.1% | +107.5% | +114.3% |
| 3Y | +277.2% | +84.0% | +193.2% | +167.8% |
| All | +277.2% | +85.2% | +192.0% | +167.8% |
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