+2,926.4%
V vs TECK
+128.3%
+2,798.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +2.0% | +4.6% | -2.7% | +1.1% |
| 3M | +17.4% | +2.8% | +14.5% | +16.1% |
| 6M | +17.5% | +24.9% | -7.4% | +11.5% |
| YTD | +7.6% | +44.7% | -37.2% | -0.9% |
| 1Y | +7.7% | +112.0% | -104.3% | -7.9% |
| 3Y | +54.7% | +67.6% | -12.9% | +34.2% |
| 5Y | +73.0% | +200.3% | -127.3% | +30.0% |
| 10Y | +390.9% | +358.2% | +32.6% | +206.9% |
| All | +2,926.4% | +128.3% | +2,798.2% | +1,639.2% |
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