+508.5%
TTD vs TECK
+198.5%
+310.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +21.3% | -0.4% | +21.7% | +21.6% |
| 30D | +28.7% | -7.1% | +35.8% | +31.7% |
| 3M | +7.7% | -5.5% | +13.2% | +8.9% |
| 6M | -23.5% | -9.7% | -13.8% | -22.7% |
| YTD | -58.7% | +26.3% | -84.9% | -63.6% |
| 1Y | -63.4% | +44.4% | -107.8% | -69.3% |
| 3Y | -75.3% | +70.1% | -145.4% | -81.2% |
| 5Y | -84.4% | +125.8% | -210.2% | -89.7% |
| All | +508.5% | +198.5% | +310.0% | +190.6% |
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