+311.2%
TPR vs TECK
+373.9%
-62.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.1% |
| 7D | -3.4% | +7.8% | -11.1% | -5.8% |
| 30D | -27.3% | +8.3% | -35.6% | -29.2% |
| 3M | -16.2% | +16.1% | -32.3% | -20.9% |
| 6M | -17.9% | +42.9% | -60.7% | -28.2% |
| YTD | -7.1% | +50.8% | -57.9% | -21.0% |
| 1Y | +13.6% | +106.1% | -92.5% | -13.8% |
| 3Y | +293.7% | +84.0% | +209.7% | +199.1% |
| 5Y | +239.1% | +223.5% | +15.6% | +98.2% |
| 10Y | +311.2% | +378.1% | -66.9% | +89.4% |
| All | +311.2% | +373.9% | -62.7% | +89.4% |
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