-19.0%
USAR vs TECK
+52.2%
-71.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.8% | -0.4% | -0.3% | -0.4% |
| 30D | -20.9% | -7.1% | -13.8% | -18.0% |
| 3M | -56.2% | -5.5% | -50.7% | -54.7% |
| 6M | -67.9% | -9.7% | -58.2% | -66.0% |
| YTD | -31.4% | +26.3% | -57.7% | -33.0% |
| 1Y | -45.1% | +44.4% | -89.4% | -47.3% |
| 3Y | -20.3% | +70.1% | -90.4% | -21.5% |
| All | -19.0% | +52.2% | -71.2% | -20.3% |
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