+11.9%
U vs TECK
+75.5%
-63.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +4.4% | +4.9% | -0.5% | +2.0% |
| 30D | -1.3% | +5.2% | -6.5% | -4.0% |
| 3M | +49.6% | +13.8% | +35.8% | +39.0% |
| 6M | +100.2% | +38.5% | +61.7% | +65.3% |
| YTD | -3.7% | +47.3% | -51.0% | -23.8% |
| 1Y | -6.5% | +81.0% | -87.5% | -34.5% |
| All | +11.9% | +75.5% | -63.6% | -26.5% |
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