-72.4%
U vs TECK
+145.4%
-217.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | +24.4% | +1.7% | +22.7% | +22.7% |
| 30D | +7.4% | -7.6% | +15.0% | +10.3% |
| 3M | +16.8% | -5.9% | +22.7% | +18.4% |
| 6M | +78.8% | -2.8% | +81.6% | +77.1% |
| YTD | +14.0% | +31.8% | -17.9% | -2.5% |
| 1Y | +16.7% | +49.1% | -32.4% | -5.6% |
| 3Y | +86.4% | +83.0% | +3.4% | +35.7% |
| All | -72.4% | +145.4% | -217.8% | -81.6% |
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 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