+40.5%
W vs TECK
+85.2%
-44.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -2.3% |
| 7D | +6.5% | +7.8% | -1.3% | +1.2% |
| 30D | -6.2% | +8.3% | -14.5% | -11.3% |
| 3M | +48.9% | +16.1% | +32.8% | +33.7% |
| 6M | +31.2% | +42.9% | -11.7% | +0.7% |
| YTD | -0.4% | +50.8% | -51.2% | -27.6% |
| 1Y | +14.8% | +106.1% | -91.2% | -34.8% |
| 3Y | +40.5% | +84.0% | -43.5% | -15.1% |
| All | +40.5% | +85.2% | -44.7% | -15.1% |
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