+695.6%
AVGO vs TECK
+180.4%
+515.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | +1.0% |
| 7D | +1.0% | -4.2% | +5.3% | +2.4% |
| 30D | -13.3% | -0.4% | -12.9% | -13.4% |
| 3M | -2.9% | +10.1% | -13.0% | -6.5% |
| 6M | +5.7% | +26.0% | -20.3% | -2.4% |
| YTD | +4.6% | +38.0% | -33.4% | -7.1% |
| 1Y | -1.6% | +63.8% | -65.4% | -17.2% |
| 3Y | +336.2% | +68.5% | +267.7% | +257.0% |
| 5Y | +695.6% | +179.2% | +516.5% | +501.6% |
| All | +695.6% | +180.4% | +515.2% | +501.6% |
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