+54.5%
USAR vs TECK
+67.8%
-13.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -11.6% | -3.8% | -7.8% | -10.1% |
| 30D | -15.5% | +0.7% | -16.2% | -15.7% |
| 3M | -31.0% | +4.6% | -35.6% | -32.3% |
| 6M | -26.2% | +25.1% | -51.3% | -30.5% |
| YTD | +30.8% | +39.2% | -8.4% | +21.7% |
| 1Y | +7.1% | +60.3% | -53.2% | -2.0% |
| 3Y | +53.0% | +62.9% | -9.9% | +43.5% |
| All | +54.5% | +67.8% | -13.3% | +44.8% |
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