+957.3%
TT vs TECK
+372.8%
+584.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +1.4% | +4.9% | -3.5% | +0.4% |
| 30D | -6.7% | +5.2% | -11.8% | -7.7% |
| 3M | -5.4% | +13.8% | -19.2% | -8.2% |
| 6M | +4.4% | +38.5% | -34.1% | -2.9% |
| YTD | +14.9% | +47.3% | -32.4% | +5.3% |
| 1Y | +9.3% | +81.0% | -71.7% | -4.2% |
| 3Y | +121.7% | +79.9% | +41.9% | +89.6% |
| 5Y | +148.2% | +207.9% | -59.7% | +81.8% |
| 10Y | +957.3% | +389.5% | +567.8% | +553.0% |
| All | +957.3% | +372.8% | +584.4% | +553.0% |
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