+148.0%
ADBE vs TECK
+373.8%
-225.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.4% |
| 7D | -12.9% | -4.2% | -8.7% | -12.4% |
| 30D | -5.6% | -0.4% | -5.3% | -5.7% |
| 3M | +6.6% | +10.1% | -3.5% | +4.2% |
| 6M | -9.6% | +26.0% | -35.6% | -14.3% |
| YTD | -28.9% | +38.0% | -66.9% | -34.3% |
| 1Y | -28.9% | +63.8% | -92.7% | -36.6% |
| 3Y | -55.6% | +68.5% | -124.1% | -61.7% |
| 5Y | -62.2% | +179.2% | -241.4% | -71.4% |
| All | +148.0% | +373.8% | -225.8% | +54.1% |
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