+71.7%
TER vs TECK
+130.0%
-58.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -4.6% |
| 7D | +14.4% | -0.4% | +14.8% | +14.9% |
| 30D | -30.6% | -7.1% | -23.5% | -27.6% |
| 3M | -39.2% | -5.5% | -33.7% | -37.2% |
| 6M | -31.3% | -9.7% | -21.6% | -27.0% |
| YTD | +29.1% | +26.3% | +2.8% | +20.4% |
| 1Y | +47.4% | +44.4% | +3.1% | +30.5% |
| 3Y | +191.2% | +70.1% | +121.2% | +139.9% |
| All | +71.7% | +130.0% | -58.3% | +19.9% |
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