-83.3%
TTD vs TECK
+85.2%
-168.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -3.6% |
| 7D | +1.7% | +7.8% | -6.0% | +0.3% |
| 30D | +1.6% | +8.3% | -6.7% | -0.1% |
| 3M | -27.8% | +16.1% | -43.9% | -30.4% |
| 6M | -52.1% | +42.9% | -95.0% | -56.7% |
| YTD | -63.1% | +50.8% | -113.8% | -67.8% |
| 1Y | -73.1% | +106.1% | -179.1% | -79.2% |
| 3Y | -83.3% | +84.0% | -167.3% | -86.9% |
| All | -83.3% | +85.2% | -168.5% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling