+84.3%
W vs TECK
-5.0%
+89.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | +0.2% |
| 7D | -1.7% | +2.1% | -3.8% | -3.1% |
| 30D | +3.2% | -8.9% | +12.1% | +10.2% |
| 3M | +8.3% | -7.1% | +15.4% | +13.3% |
| 6M | +84.3% | -7.0% | +91.3% | +94.4% |
| All | +84.3% | -5.0% | +89.3% | +94.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling