+125.1%
TLT vs TECK
+2,128.9%
-2,003.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +1.0% | -7.1% | +8.2% | +0.7% |
| 3M | -2.7% | -5.5% | +2.7% | -2.9% |
| 6M | -4.1% | -9.7% | +5.6% | -4.4% |
| YTD | -5.4% | +26.3% | -31.6% | -3.8% |
| 1Y | -7.0% | +44.4% | -51.4% | -4.8% |
| 3Y | +2.8% | +70.1% | -67.2% | +7.0% |
| 5Y | -35.4% | +125.8% | -161.1% | -30.7% |
| 10Y | -13.1% | +200.6% | -213.7% | -1.4% |
| All | +125.1% | +2,128.9% | -2,003.8% | +173.9% |
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