+78.8%
U vs TECK
+81.8%
-3.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.8% |
| 7D | +24.4% | +1.7% | +22.7% | +22.4% |
| 30D | +7.4% | -7.6% | +15.0% | +10.8% |
| 3M | +16.8% | -5.9% | +22.7% | +18.6% |
| 6M | +78.8% | -2.8% | +81.6% | +76.6% |
| YTD | +14.0% | +31.8% | -17.9% | -6.3% |
| 1Y | +16.7% | +49.1% | -32.4% | -10.8% |
| All | +78.8% | +81.8% | -3.0% | +10.2% |
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