-27.7%
TOST vs TECK
+130.0%
-157.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | 0.0% | -0.4% | +0.5% | 0.0% |
| 30D | +16.2% | -7.1% | +23.3% | +18.2% |
| 3M | -1.5% | -5.5% | +3.9% | -0.6% |
| 6M | +55.3% | -9.7% | +65.0% | +57.4% |
| YTD | -2.3% | +26.3% | -28.6% | -13.3% |
| 1Y | -5.5% | +44.4% | -49.9% | -20.0% |
| 3Y | +151.1% | +70.1% | +81.1% | +92.9% |
| All | -27.7% | +130.0% | -157.7% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling