+377.9%
TPR vs TECK
+200.6%
+177.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +14.2% | -0.2% | +14.4% | +14.0% |
| 30D | +17.1% | -7.5% | +24.6% | +19.7% |
| 3M | -17.7% | -8.4% | -9.3% | -15.9% |
| 6M | -10.2% | -2.2% | -7.9% | -11.3% |
| YTD | +4.9% | +26.8% | -21.9% | -6.5% |
| 1Y | +36.1% | +46.5% | -10.4% | +15.2% |
| 3Y | +416.5% | +69.0% | +347.4% | +299.2% |
| 5Y | +254.8% | +138.8% | +116.0% | +126.5% |
| All | +377.9% | +200.6% | +177.3% | +122.8% |
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