+15.9%
ABNB vs TECK
+294.9%
-279.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.5% |
| 7D | -9.5% | -4.2% | -5.3% | -8.6% |
| 30D | -9.4% | -0.4% | -9.0% | -9.5% |
| 3M | +29.9% | +10.1% | +19.7% | +25.4% |
| 6M | +26.6% | +26.0% | +0.6% | +16.7% |
| YTD | +23.5% | +38.0% | -14.5% | +9.7% |
| 1Y | +35.8% | +63.8% | -27.9% | +13.9% |
| 3Y | +15.0% | +68.5% | -53.5% | -8.0% |
| 5Y | +1.5% | +179.2% | -177.7% | -27.4% |
| All | +15.9% | +294.9% | -279.0% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling