+240.4%
TPR vs TECK
+200.8%
+39.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.9% |
| 3M | -12.5% | +2.8% | -15.3% | -13.8% |
| 6M | -21.4% | +24.9% | -46.3% | -27.4% |
| YTD | -3.5% | +44.7% | -48.3% | -15.6% |
| 1Y | +17.4% | +112.0% | -94.6% | -9.6% |
| 3Y | +291.3% | +67.6% | +223.7% | +213.3% |
| All | +240.4% | +200.8% | +39.6% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling