+203.4%
W vs TECK
+306.9%
-103.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -7.4% | -1.2% | -6.2% | -6.9% |
| 30D | +7.8% | -5.7% | +13.5% | +9.8% |
| 3M | +10.9% | -3.6% | +14.5% | +12.0% |
| 6M | +86.4% | -2.2% | +88.6% | +87.6% |
| YTD | +14.0% | +33.6% | -19.6% | +4.1% |
| 1Y | +3.5% | +49.0% | -45.5% | -8.4% |
| 3Y | +164.8% | +85.4% | +79.4% | +123.6% |
| 5Y | -53.1% | +138.5% | -191.6% | -63.1% |
| 10Y | +220.4% | +218.0% | +2.5% | +102.6% |
| All | +203.4% | +306.9% | -103.6% | +96.9% |
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