+69.4%
USAR vs TECK
+77.7%
-8.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.5% |
| 6M | -8.8% | +38.5% | -47.3% | -17.1% |
| YTD | +43.4% | +47.3% | -4.0% | +30.2% |
| 1Y | +21.0% | +81.0% | -60.0% | +7.4% |
| 3Y | +67.7% | +79.9% | -12.1% | +53.5% |
| All | +69.4% | +77.7% | -8.2% | +54.9% |
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