+745.8%
TGT vs TECK
+2,265.7%
-1,519.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.6% |
| 7D | -0.6% | +7.8% | -8.4% | -1.6% |
| 30D | +9.5% | +8.3% | +1.3% | +8.3% |
| 3M | +32.3% | +16.1% | +16.2% | +29.0% |
| 6M | +37.0% | +42.9% | -5.8% | +29.3% |
| YTD | +71.0% | +50.8% | +20.3% | +59.6% |
| 1Y | +85.0% | +106.1% | -21.0% | +64.9% |
| 3Y | +46.8% | +84.0% | -37.2% | +31.0% |
| 5Y | -22.7% | +223.5% | -246.2% | -37.4% |
| 10Y | +216.3% | +378.1% | -161.8% | +124.6% |
| All | +745.8% | +2,265.7% | -1,519.9% | +319.4% |
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