+396.0%
TPR vs TECK
+74.1%
+321.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.3% |
| 7D | -0.3% | -0.4% | +0.2% | -0.3% |
| 30D | +15.1% | -7.1% | +22.2% | +17.1% |
| 3M | +3.5% | -5.5% | +9.0% | +4.2% |
| 6M | +0.4% | -9.7% | +10.1% | +1.8% |
| YTD | +4.6% | +26.3% | -21.7% | -6.3% |
| 1Y | +33.1% | +44.4% | -11.3% | +13.6% |
| 3Y | +396.0% | +70.1% | +325.9% | +279.9% |
| All | +396.0% | +74.1% | +321.9% | +279.9% |
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