-18.3%
TOST vs TECK
+104.7%
-123.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.0% |
| 7D | -0.9% | +7.8% | -8.6% | -1.0% |
| 30D | -3.5% | +8.3% | -11.7% | -3.6% |
| 3M | +38.1% | +16.1% | +22.1% | +38.0% |
| 6M | +9.9% | +42.9% | -32.9% | +7.8% |
| YTD | -6.3% | +50.8% | -57.0% | -10.7% |
| 1Y | -18.3% | +106.1% | -124.4% | -25.5% |
| All | -18.3% | +104.7% | -123.0% | -25.5% |
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