+208.9%
W vs TECK
+203.4%
+5.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.9% |
| 7D | -1.7% | +2.1% | -3.8% | -2.5% |
| 30D | +3.2% | -8.9% | +12.1% | +7.4% |
| 3M | +8.3% | -7.1% | +15.4% | +11.5% |
| 6M | +84.3% | -7.0% | +91.3% | +89.4% |
| YTD | +11.0% | +28.3% | -17.3% | -1.0% |
| 1Y | -0.2% | +40.6% | -40.8% | -14.3% |
| 3Y | +157.9% | +78.2% | +79.8% | +104.1% |
| 5Y | -56.8% | +129.5% | -186.3% | -69.6% |
| All | +208.9% | +203.4% | +5.5% | +48.4% |
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