-5.9%
TSLL vs TECK
+84.1%
-90.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +4.6% |
| 7D | +0.5% | -1.2% | +1.7% | +3.0% |
| 30D | +2.7% | -5.7% | +8.4% | +9.0% |
| 3M | +26.3% | -3.6% | +29.9% | +31.3% |
| 6M | -37.2% | -2.2% | -35.0% | -36.2% |
| YTD | -44.2% | +33.6% | -77.8% | -59.2% |
| 1Y | -44.0% | +49.0% | -92.9% | -63.5% |
| All | -5.9% | +84.1% | -90.1% | -46.4% |
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