-72.2%
TTD vs TECK
+108.8%
-181.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.3% |
| 7D | +6.3% | -0.3% | +6.7% | +6.3% |
| 30D | -23.9% | +4.6% | -28.5% | -23.6% |
| 3M | -31.4% | +2.8% | -34.2% | -30.9% |
| 6M | -42.7% | +24.9% | -67.6% | -41.5% |
| YTD | -62.0% | +44.7% | -106.7% | -62.0% |
| 1Y | -72.2% | +112.0% | -184.2% | -72.5% |
| All | -72.2% | +108.8% | -181.0% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling