+76.5%
TNA vs TECK
+377.7%
-301.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -7.3% | -3.8% | -3.4% | -4.8% |
| 30D | -14.2% | +0.7% | -14.9% | -15.0% |
| 3M | -4.6% | +4.6% | -9.2% | -9.2% |
| 6M | +36.9% | +25.1% | +11.8% | +15.1% |
| YTD | +42.5% | +39.2% | +3.4% | +9.6% |
| 1Y | +45.8% | +60.3% | -14.6% | +0.6% |
| 3Y | +104.7% | +62.9% | +41.8% | +39.2% |
| 5Y | -21.7% | +181.5% | -203.2% | -66.0% |
| All | +76.5% | +377.7% | -301.1% | -46.7% |
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