+1,552.8%
TER vs TECK
+1,995.8%
-442.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +5.9% | -1.2% | +7.1% | +6.7% |
| 30D | -30.8% | -5.7% | -25.0% | -29.3% |
| 3M | -29.9% | -3.6% | -26.3% | -29.0% |
| 6M | -27.5% | -2.2% | -25.2% | -26.1% |
| YTD | +37.5% | +33.6% | +3.9% | +29.3% |
| 1Y | +50.3% | +49.0% | +1.3% | +37.1% |
| 3Y | +204.9% | +85.4% | +119.5% | +158.9% |
| 5Y | +89.2% | +138.5% | -49.3% | +43.7% |
| 10Y | +1,077.0% | +218.0% | +859.0% | +626.1% |
| All | +1,552.8% | +1,995.8% | -442.9% | +549.2% |
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 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