+5,123.9%
TT vs TECK
+1,890.1%
+3,233.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -14.0% | -7.5% | -6.5% | -12.5% |
| 3M | -15.9% | -8.4% | -7.4% | -14.4% |
| 6M | -17.3% | -2.2% | -15.1% | -17.7% |
| YTD | +4.0% | +26.8% | -22.9% | -3.2% |
| 1Y | -7.1% | +46.5% | -53.6% | -16.5% |
| 3Y | +90.2% | +69.0% | +21.2% | +59.9% |
| 5Y | +131.1% | +138.8% | -7.7% | +69.6% |
| 10Y | +777.7% | +224.3% | +553.4% | +421.0% |
| All | +5,123.9% | +1,890.1% | +3,233.8% | +1,779.4% |
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 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