+196.7%
W vs TECK
+284.7%
-88.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +6.8% | -7.1% | +13.9% | +9.3% |
| 3M | +10.7% | -5.5% | +16.1% | +12.5% |
| 6M | +86.3% | -9.7% | +96.0% | +92.1% |
| YTD | +11.5% | +26.3% | -14.8% | +3.6% |
| 1Y | +5.1% | +44.4% | -39.3% | -6.1% |
| 3Y | +171.0% | +70.1% | +100.9% | +134.6% |
| 5Y | -56.6% | +125.8% | -182.4% | -65.3% |
| 10Y | +213.4% | +200.6% | +12.8% | +101.6% |
| All | +196.7% | +284.7% | -88.0% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling