-5.9%
TLT vs TECK
+65.6%
-71.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.9% |
| 7D | -1.6% | -4.2% | +2.7% | -1.4% |
| 30D | -1.3% | -0.4% | -1.0% | -1.3% |
| 3M | -3.7% | +10.1% | -13.9% | -4.2% |
| 6M | -6.4% | +26.0% | -32.3% | -7.3% |
| YTD | -4.5% | +38.0% | -42.5% | -5.7% |
| 1Y | -5.9% | +63.8% | -69.6% | -7.5% |
| All | -5.9% | +65.6% | -71.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling