+3,297.7%
V vs TECK
+102.4%
+3,195.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | +6.3% | -8.9% | +15.2% | +7.8% |
| 3M | +17.2% | -7.1% | +24.2% | +18.1% |
| 6M | +29.2% | -7.0% | +36.2% | +29.4% |
| YTD | +20.8% | +28.3% | -7.6% | +13.1% |
| 1Y | +25.0% | +40.6% | -15.6% | +15.1% |
| 3Y | +75.3% | +78.2% | -2.9% | +50.3% |
| 5Y | +105.8% | +129.5% | -23.7% | +62.4% |
| 10Y | +451.9% | +205.6% | +246.3% | +270.7% |
| All | +3,297.7% | +102.4% | +3,195.4% | +1,886.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling