+15.1%
ABNB vs TECK
+75.5%
-60.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.3% |
| 7D | -7.4% | +4.9% | -12.3% | -8.5% |
| 30D | -8.2% | +5.2% | -13.3% | -9.4% |
| 3M | +29.1% | +13.8% | +15.4% | +24.4% |
| 6M | +26.6% | +38.5% | -11.9% | +14.6% |
| YTD | +25.0% | +47.3% | -22.4% | +9.9% |
| 1Y | +37.0% | +81.0% | -44.0% | +12.1% |
| All | +15.1% | +75.5% | -60.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling