+2,770.9%
AVGO vs TECK
+377.7%
+2,393.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.1% | -3.8% | +5.0% | +2.3% |
| 30D | -13.0% | +0.7% | -13.7% | -13.4% |
| 3M | -6.0% | +4.6% | -10.6% | -7.8% |
| 6M | +6.4% | +25.1% | -18.7% | -1.2% |
| YTD | +5.0% | +39.2% | -34.2% | -6.3% |
| 1Y | +1.4% | +60.3% | -58.9% | -13.2% |
| 3Y | +336.8% | +62.9% | +273.9% | +264.3% |
| 5Y | +698.2% | +181.5% | +516.7% | +443.1% |
| All | +2,770.9% | +377.7% | +2,393.3% | +1,356.0% |
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 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