+383.3%
TPR vs TECK
+211.9%
+171.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.6% |
| 7D | +12.1% | +1.7% | +10.4% | +11.1% |
| 30D | +16.7% | -7.6% | +24.3% | +19.3% |
| 3M | -17.4% | -5.9% | -11.5% | -16.4% |
| 6M | +2.3% | -2.8% | +5.1% | +1.2% |
| YTD | +7.1% | +31.8% | -24.7% | -5.8% |
| 1Y | +29.5% | +49.1% | -19.6% | +8.9% |
| 3Y | +415.0% | +83.0% | +332.0% | +287.5% |
| 5Y | +261.5% | +150.6% | +110.9% | +126.9% |
| 10Y | +383.3% | +219.0% | +164.3% | +122.0% |
| All | +383.3% | +211.9% | +171.4% | +122.0% |
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