+152.3%
W vs TECK
+373.8%
-221.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -0.1% |
| 7D | +0.5% | -4.2% | +4.7% | +2.2% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +41.9% | +10.1% | +31.8% | +36.1% |
| 6M | +30.2% | +26.0% | +4.2% | +17.9% |
| YTD | -2.9% | +38.0% | -41.0% | -15.7% |
| 1Y | +11.6% | +63.8% | -52.2% | -9.6% |
| 3Y | +37.0% | +68.5% | -31.5% | +10.2% |
| 5Y | -62.8% | +179.2% | -242.0% | -75.5% |
| All | +152.3% | +373.8% | -221.5% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling