+736.3%
TT vs TECK
+198.5%
+537.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +4.0% | -0.4% | +4.5% | +4.1% |
| 30D | -11.3% | -7.1% | -4.2% | -10.1% |
| 3M | -12.3% | -5.5% | -6.8% | -11.6% |
| 6M | -10.8% | -9.7% | -1.1% | -9.7% |
| YTD | +8.2% | +26.3% | -18.1% | +1.9% |
| 1Y | +1.5% | +44.4% | -42.9% | -7.0% |
| 3Y | +91.5% | +70.1% | +21.4% | +65.1% |
| 5Y | +130.2% | +125.8% | +4.4% | +79.0% |
| All | +736.3% | +198.5% | +537.8% | +424.8% |
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