-51.7%
TSLL vs TECK
+111.8%
-163.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.9% |
| 7D | -11.0% | +1.7% | -12.7% | -11.2% |
| 30D | -5.3% | -7.6% | +2.4% | +0.9% |
| 3M | +20.8% | -5.9% | +26.7% | +27.1% |
| 6M | -36.0% | -2.8% | -33.1% | -34.5% |
| YTD | -47.3% | +31.8% | -79.1% | -57.3% |
| 1Y | -48.4% | +49.1% | -97.6% | -61.9% |
| 3Y | -5.4% | +83.0% | -88.5% | -35.9% |
| All | -51.7% | +111.8% | -163.4% | -70.3% |
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