-80.9%
TTD vs TECK
+213.6%
-294.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -4.6% | +4.9% | -9.5% | -5.9% |
| 30D | +3.7% | +5.2% | -1.5% | +1.9% |
| 3M | -30.2% | +13.8% | -44.0% | -33.6% |
| 6M | -51.4% | +38.5% | -89.9% | -57.3% |
| YTD | -63.4% | +47.3% | -110.8% | -69.1% |
| 1Y | -73.5% | +81.0% | -154.5% | -79.5% |
| 3Y | -83.5% | +79.9% | -163.3% | -87.8% |
| 5Y | -80.9% | +207.9% | -288.8% | -89.1% |
| All | -80.9% | +213.6% | -294.6% | -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