+637.2%
UL vs TECK
+1,881.2%
-1,244.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.1% | -0.4% | +1.6% | +1.1% |
| 30D | +4.5% | -7.1% | +11.6% | +5.1% |
| 3M | +6.5% | -5.5% | +11.9% | +6.8% |
| 6M | +18.2% | -9.7% | +27.9% | +18.5% |
| YTD | +4.7% | +26.3% | -21.6% | +0.9% |
| 1Y | +0.8% | +44.4% | -43.6% | -4.3% |
| 3Y | +35.9% | +70.1% | -34.2% | +24.4% |
| 5Y | +33.4% | +125.8% | -92.4% | +15.3% |
| 10Y | +106.9% | +200.6% | -93.7% | +60.1% |
| All | +637.2% | +1,881.2% | -1,244.0% | +347.2% |
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 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