+376.4%
TTD vs TECK
+315.4%
+61.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.6% | -3.8% | +3.2% | +0.4% |
| 30D | +6.3% | +0.7% | +5.6% | +5.6% |
| 3M | -24.1% | +4.6% | -28.7% | -26.2% |
| 6M | -47.4% | +25.1% | -72.6% | -52.5% |
| YTD | -62.2% | +39.2% | -101.4% | -67.6% |
| 1Y | -68.3% | +60.3% | -128.6% | -74.3% |
| 3Y | -83.4% | +62.9% | -146.3% | -87.2% |
| 5Y | -80.3% | +181.5% | -261.8% | -87.8% |
| All | +376.4% | +315.4% | +61.0% | +110.6% |
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