-82.5%
TTD vs TECK
+148.6%
-231.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | +20.8% | -1.2% | +22.0% | +21.3% |
| 30D | +33.8% | -5.7% | +39.6% | +35.9% |
| 3M | +17.8% | -3.6% | +21.5% | +18.2% |
| 6M | -25.7% | -2.2% | -23.5% | -26.7% |
| YTD | -57.9% | +33.6% | -91.5% | -63.5% |
| 1Y | -63.8% | +49.0% | -112.8% | -70.0% |
| 3Y | -75.0% | +85.4% | -160.4% | -81.8% |
| 5Y | -82.5% | +138.5% | -221.1% | -89.1% |
| All | -82.5% | +148.6% | -231.1% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling