+52.5%
V vs TECK
+85.2%
-32.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.0% |
| 7D | -1.1% | +7.8% | -8.8% | -1.6% |
| 30D | +1.9% | +8.3% | -6.4% | +1.3% |
| 3M | +15.5% | +16.1% | -0.5% | +14.1% |
| 6M | +16.6% | +42.9% | -26.2% | +12.2% |
| YTD | +5.7% | +50.8% | -45.0% | +0.8% |
| 1Y | +8.6% | +106.1% | -97.5% | -0.5% |
| 3Y | +52.5% | +84.0% | -31.5% | +38.3% |
| All | +52.5% | +85.2% | -32.7% | +38.3% |
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 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