+210.4%
URI vs TECK
+207.5%
+3.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.8% |
| 7D | +2.5% | +7.8% | -5.2% | +0.1% |
| 30D | -12.5% | +8.3% | -20.8% | -14.8% |
| 3M | -6.2% | +16.1% | -22.3% | -11.0% |
| 6M | +25.9% | +42.9% | -17.0% | +10.8% |
| YTD | +26.2% | +50.8% | -24.6% | +7.7% |
| 1Y | +5.5% | +106.1% | -100.6% | -19.9% |
| 3Y | +125.0% | +84.0% | +40.9% | +71.7% |
| 5Y | +210.4% | +223.5% | -13.0% | +97.5% |
| All | +210.4% | +207.5% | +3.0% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling