-19.9%
TLT vs TECK
+405.7%
-425.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -0.3% | +4.9% | -5.1% | -0.1% |
| 30D | 0.0% | +5.2% | -5.2% | +0.2% |
| 3M | -2.9% | +13.8% | -16.7% | -2.4% |
| 6M | -6.3% | +38.5% | -44.8% | -5.0% |
| YTD | -3.3% | +47.3% | -50.7% | -1.7% |
| 1Y | -4.2% | +81.0% | -85.2% | -1.7% |
| 3Y | -1.7% | +79.9% | -81.5% | +1.5% |
| 5Y | -34.9% | +207.9% | -242.7% | -29.6% |
| All | -19.9% | +405.7% | -425.6% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling