-25.1%
TGT vs TECK
+180.1%
-205.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -5.2% | -3.8% | -1.4% | -4.7% |
| 30D | +1.2% | +0.7% | +0.4% | +1.0% |
| 3M | +18.4% | +4.6% | +13.8% | +16.9% |
| 6M | +33.4% | +25.1% | +8.3% | +26.6% |
| YTD | +63.8% | +39.2% | +24.6% | +51.2% |
| 1Y | +77.2% | +60.3% | +16.8% | +58.5% |
| 3Y | +41.8% | +62.9% | -21.1% | +23.5% |
| All | -25.1% | +180.1% | -205.2% | -39.1% |
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