+302.0%
TRV vs TECK
+377.7%
-75.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +1.9% | -3.8% | +5.8% | +2.4% |
| 30D | +1.7% | +0.7% | +1.0% | +1.5% |
| 3M | +23.9% | +4.6% | +19.3% | +22.6% |
| 6M | +26.3% | +25.1% | +1.2% | +21.1% |
| YTD | +30.8% | +39.2% | -8.4% | +23.0% |
| 1Y | +36.3% | +60.3% | -24.0% | +25.0% |
| 3Y | +145.0% | +62.9% | +82.1% | +118.2% |
| 5Y | +163.9% | +181.5% | -17.6% | +106.5% |
| All | +302.0% | +377.7% | -75.7% | +159.3% |
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