+1,182.4%
URI vs TECK
+211.9%
+970.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -0.9% |
| 7D | -6.0% | +1.7% | -7.7% | -6.6% |
| 30D | +4.6% | -7.6% | +12.2% | +7.8% |
| 3M | -2.7% | -5.9% | +3.2% | -0.9% |
| 6M | +18.4% | -2.8% | +21.2% | +17.6% |
| YTD | +37.4% | +31.8% | +5.5% | +17.4% |
| 1Y | +30.4% | +49.1% | -18.8% | +5.4% |
| 3Y | +147.9% | +83.0% | +64.9% | +73.8% |
| 5Y | +202.1% | +150.6% | +51.4% | +67.5% |
| 10Y | +1,182.4% | +219.0% | +963.5% | +388.1% |
| All | +1,182.4% | +211.9% | +970.5% | +388.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling