+1,237.8%
URI vs TECK
+405.7%
+832.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.3% |
| 7D | +5.0% | +4.9% | +0.1% | +2.9% |
| 30D | -9.4% | +5.2% | -14.6% | -11.4% |
| 3M | -5.8% | +13.8% | -19.6% | -11.4% |
| 6M | +25.8% | +38.5% | -12.7% | +7.9% |
| YTD | +27.9% | +47.3% | -19.5% | +5.2% |
| 1Y | +9.7% | +81.0% | -71.3% | -18.0% |
| 3Y | +128.0% | +79.9% | +48.1% | +62.5% |
| 5Y | +212.4% | +207.9% | +4.5% | +59.7% |
| All | +1,237.8% | +405.7% | +832.1% | +388.6% |
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