+223.3%
TER vs TECK
+199.3%
+24.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.2% |
| 7D | +12.4% | +4.9% | +7.5% | +9.8% |
| 30D | +5.1% | +5.2% | -0.1% | +2.3% |
| 3M | +4.0% | +13.8% | -9.8% | -1.9% |
| 6M | +29.5% | +38.5% | -9.0% | +13.4% |
| YTD | +98.5% | +47.3% | +51.1% | +71.0% |
| 1Y | +234.1% | +81.0% | +153.1% | +166.1% |
| 3Y | +289.0% | +79.9% | +209.2% | +204.2% |
| All | +223.3% | +199.3% | +24.0% | +114.2% |
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 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