+310.3%
TPR vs TECK
+76.5%
+233.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -23.0% | +4.6% | -27.6% | -24.0% |
| 3M | -12.5% | +2.8% | -15.3% | -13.7% |
| 6M | -21.4% | +24.9% | -46.3% | -27.6% |
| YTD | -3.5% | +44.7% | -48.3% | -16.1% |
| 1Y | +17.4% | +112.0% | -94.6% | -11.1% |
| All | +310.3% | +76.5% | +233.8% | +215.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling