-1.1%
TLT vs TECK
+85.2%
-86.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.1% |
| 7D | +0.4% | +7.8% | -7.4% | +0.2% |
| 30D | -0.3% | +8.3% | -8.6% | -0.5% |
| 3M | -1.7% | +16.1% | -17.8% | -2.2% |
| 6M | -4.9% | +42.9% | -47.8% | -5.8% |
| YTD | -2.8% | +50.8% | -53.5% | -3.8% |
| 1Y | -4.2% | +106.1% | -110.3% | -5.7% |
| 3Y | -1.1% | +84.0% | -85.1% | -4.2% |
| All | -1.1% | +85.2% | -86.3% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling