+13.6%
TPR vs TECK
+104.7%
-91.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.7% |
| 7D | -3.4% | +7.8% | -11.1% | -5.1% |
| 30D | -27.3% | +8.3% | -35.6% | -28.7% |
| 3M | -16.2% | +16.1% | -32.3% | -19.3% |
| 6M | -17.9% | +42.9% | -60.7% | -25.3% |
| YTD | -7.1% | +50.8% | -57.9% | -17.5% |
| 1Y | +13.6% | +106.1% | -92.5% | -2.8% |
| All | +13.6% | +104.7% | -91.1% | -2.8% |
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 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