+131.2%
TLT vs TECK
+2,455.3%
-2,324.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.6% | +4.6% | -5.2% | -0.3% |
| 3M | -2.7% | +2.8% | -5.6% | -2.5% |
| 6M | -5.6% | +24.9% | -30.5% | -4.4% |
| YTD | -2.8% | +44.7% | -47.5% | -0.6% |
| 1Y | -1.4% | +112.0% | -113.4% | +2.9% |
| 3Y | -1.6% | +67.6% | -69.2% | +2.3% |
| 5Y | -33.8% | +200.3% | -234.2% | -28.0% |
| 10Y | -21.1% | +358.2% | -379.4% | -8.4% |
| All | +131.2% | +2,455.3% | -2,324.1% | +183.0% |
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