+1,124.0%
TTMI vs TECK
+377.7%
+746.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.1% |
| 7D | +0.7% | -3.8% | +4.5% | +2.0% |
| 30D | -8.4% | +0.7% | -9.2% | -8.9% |
| 3M | -32.5% | +4.6% | -37.1% | -33.5% |
| 6M | +32.5% | +25.1% | +7.4% | +23.8% |
| YTD | +83.2% | +39.2% | +44.1% | +65.4% |
| 1Y | +161.7% | +60.3% | +101.3% | +126.6% |
| 3Y | +890.1% | +62.9% | +827.2% | +728.6% |
| 5Y | +832.4% | +181.5% | +651.0% | +537.5% |
| All | +1,124.0% | +377.7% | +746.3% | +564.8% |
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 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