+6.2%
ABNB vs TECK
+180.1%
-174.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -6.5% | -3.8% | -2.6% | -5.5% |
| 30D | -5.5% | +0.7% | -6.2% | -5.9% |
| 3M | +30.0% | +4.6% | +25.4% | +27.2% |
| 6M | +27.6% | +25.1% | +2.5% | +16.9% |
| YTD | +25.4% | +39.2% | -13.8% | +9.7% |
| 1Y | +38.3% | +60.3% | -22.0% | +14.5% |
| 3Y | +15.5% | +62.9% | -47.4% | -9.2% |
| All | +6.2% | +180.1% | -174.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling