+1,186.2%
URI vs TECK
+373.8%
+812.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.5% | -1.3% |
| 7D | -0.5% | -4.2% | +3.8% | +1.2% |
| 30D | -13.4% | -0.4% | -13.0% | -13.4% |
| 3M | -6.2% | +10.1% | -16.4% | -10.6% |
| 6M | +28.0% | +26.0% | +2.0% | +14.2% |
| YTD | +23.0% | +38.0% | -15.1% | +3.9% |
| 1Y | +5.5% | +63.8% | -58.2% | -17.8% |
| 3Y | +119.2% | +68.5% | +50.7% | +60.4% |
| 5Y | +201.0% | +179.2% | +21.9% | +60.5% |
| All | +1,186.2% | +373.8% | +812.4% | +382.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling