-18.4%
TSLL vs TECK
+66.4%
-84.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +7.8% |
| 7D | -21.2% | -0.2% | -21.0% | -20.3% |
| 30D | -13.3% | -7.5% | -5.8% | -6.5% |
| 3M | +15.4% | -8.4% | +23.8% | +25.3% |
| 6M | -34.2% | -2.2% | -32.0% | -33.3% |
| YTD | -52.9% | +26.8% | -79.7% | -63.9% |
| 1Y | -54.3% | +46.5% | -100.9% | -69.9% |
| 3Y | -18.4% | +69.0% | -87.4% | -51.5% |
| All | -18.4% | +66.4% | -84.7% | -51.5% |
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