+609.2%
UL vs TECK
+2,171.4%
-1,562.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.5% | +4.6% | -4.1% | 0.0% |
| 3M | +17.6% | +2.8% | +14.8% | +16.8% |
| 6M | -5.4% | +24.9% | -30.3% | -8.2% |
| YTD | +0.7% | +44.7% | -44.0% | -4.1% |
| 1Y | -9.3% | +112.0% | -121.2% | -17.3% |
| 3Y | +24.5% | +67.6% | -43.1% | +14.3% |
| 5Y | +23.2% | +200.3% | -177.1% | +3.3% |
| 10Y | +64.5% | +358.2% | -293.7% | +21.2% |
| All | +609.2% | +2,171.4% | -1,562.2% | +325.3% |
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