+16.9%
TPR vs TECK
+108.8%
-91.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | -23.3% | +4.6% | -27.9% | -24.0% |
| 3M | -12.8% | +2.8% | -15.6% | -13.5% |
| 6M | -21.7% | +24.9% | -46.6% | -26.7% |
| YTD | -3.9% | +44.7% | -48.6% | -13.4% |
| 1Y | +16.9% | +112.0% | -95.1% | +2.5% |
| All | +16.9% | +108.8% | -91.9% | +2.5% |
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