-74.8%
TTD vs TECK
+84.1%
-159.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +20.8% | -1.2% | +22.0% | +21.1% |
| 30D | +33.8% | -5.7% | +39.6% | +35.3% |
| 3M | +17.8% | -3.6% | +21.5% | +18.1% |
| 6M | -25.7% | -2.2% | -23.5% | -26.3% |
| YTD | -57.9% | +33.6% | -91.5% | -62.9% |
| 1Y | -63.8% | +49.0% | -112.8% | -69.5% |
| All | -74.8% | +84.1% | -159.0% | -81.8% |
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