-39.0%
U vs TECK
+395.8%
-434.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +17.5% | +4.6% | +12.8% | +15.4% |
| 3M | +38.7% | +2.8% | +35.9% | +36.3% |
| 6M | +104.4% | +24.9% | +79.5% | +85.8% |
| YTD | -5.7% | +44.7% | -50.4% | -18.9% |
| 1Y | +3.7% | +112.0% | -108.3% | -22.6% |
| 3Y | +12.3% | +67.6% | -55.3% | -10.6% |
| 5Y | -68.8% | +200.3% | -269.2% | -77.6% |
| All | -39.0% | +395.8% | -434.8% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling