+1,786.5%
ADBE vs TECK
+1,881.2%
-94.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +1.0% | -7.1% | +8.1% | +2.0% |
| 3M | -10.1% | -5.5% | -4.7% | -9.8% |
| 6M | +3.0% | -9.7% | +12.7% | +3.2% |
| YTD | -30.5% | +26.3% | -56.8% | -35.4% |
| 1Y | -27.1% | +44.4% | -71.5% | -33.9% |
| 3Y | -58.8% | +70.1% | -128.9% | -64.8% |
| 5Y | -63.0% | +125.8% | -188.8% | -71.0% |
| 10Y | +134.5% | +200.6% | -66.1% | +55.7% |
| All | +1,786.5% | +1,881.2% | -94.7% | +688.1% |
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 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