+5,723.8%
TT vs TECK
+2,171.4%
+3,552.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.2% | +4.6% | -11.8% | -8.2% |
| 3M | -3.0% | +2.8% | -5.8% | -4.1% |
| 6M | +1.4% | +24.9% | -23.5% | -4.6% |
| YTD | +15.9% | +44.7% | -28.8% | +4.9% |
| 1Y | +9.4% | +112.0% | -102.6% | -10.1% |
| 3Y | +124.4% | +67.6% | +56.8% | +89.0% |
| 5Y | +138.0% | +200.3% | -62.3% | +65.0% |
| 10Y | +886.4% | +358.2% | +528.2% | +435.8% |
| All | +5,723.8% | +2,171.4% | +3,552.4% | +1,937.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling