-45.7%
TOST vs TECK
+200.2%
-245.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -2.4% | +4.6% | -7.1% | -3.7% |
| 3M | +34.6% | +2.8% | +31.8% | +32.6% |
| 6M | +15.2% | +24.9% | -9.7% | +5.6% |
| YTD | -4.4% | +44.7% | -49.1% | -17.5% |
| 1Y | -17.4% | +112.0% | -129.4% | -37.9% |
| 3Y | +54.5% | +67.6% | -13.1% | +20.9% |
| All | -45.7% | +200.2% | -245.9% | -67.6% |
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