+2,120.3%
TER vs TECK
+2,171.4%
-51.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -8.3% | +4.6% | -12.9% | -9.6% |
| 3M | -12.2% | +2.8% | -15.1% | -12.4% |
| 6M | +17.1% | +24.9% | -7.8% | +11.2% |
| YTD | +84.7% | +44.7% | +39.9% | +68.8% |
| 1Y | +199.9% | +112.0% | +87.9% | +145.3% |
| 3Y | +232.8% | +67.6% | +165.2% | +187.3% |
| 5Y | +198.6% | +200.3% | -1.8% | +110.8% |
| 10Y | +1,669.7% | +358.2% | +1,311.5% | +877.3% |
| All | +2,120.3% | +2,171.4% | -51.1% | +747.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling