-62.3%
W vs TECK
+213.6%
-276.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +1.3% |
| 7D | +5.9% | +4.9% | +1.0% | +3.2% |
| 30D | -3.0% | +5.2% | -8.2% | -5.7% |
| 3M | +40.3% | +13.8% | +26.6% | +30.6% |
| 6M | +32.2% | +38.5% | -6.3% | +10.2% |
| YTD | -0.3% | +47.3% | -47.6% | -20.1% |
| 1Y | +16.2% | +81.0% | -64.8% | -16.7% |
| 3Y | +40.7% | +79.9% | -39.1% | +1.1% |
| 5Y | -62.3% | +207.9% | -270.2% | -74.2% |
| All | -62.3% | +213.6% | -276.0% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling