-38.4%
U vs TECK
+372.8%
-411.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +1.1% |
| 7D | 0.0% | -4.2% | +4.2% | +1.4% |
| 30D | -4.1% | -0.4% | -3.7% | -4.2% |
| 3M | +57.8% | +10.1% | +47.7% | +51.2% |
| 6M | +103.5% | +26.0% | +77.5% | +84.4% |
| YTD | -4.8% | +38.0% | -42.8% | -16.8% |
| 1Y | -2.4% | +63.8% | -66.2% | -20.0% |
| 3Y | +11.7% | +68.5% | -56.9% | -10.9% |
| 5Y | -68.9% | +179.2% | -248.0% | -77.2% |
| All | -38.4% | +372.8% | -411.3% | -53.6% |
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