+67.7%
USAR vs TECK
+75.5%
-7.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.4% |
| 7D | -4.4% | +4.9% | -9.3% | -6.4% |
| 30D | -10.4% | +5.2% | -15.6% | -12.3% |
| 3M | -18.4% | +13.8% | -32.2% | -22.7% |
| 6M | -8.8% | +38.5% | -47.3% | -17.4% |
| YTD | +43.4% | +47.3% | -4.0% | +29.7% |
| 1Y | +21.0% | +81.0% | -60.0% | +6.9% |
| All | +67.7% | +75.5% | -7.8% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling