+31,416.6%
AVGO vs TECK
+231.0%
+31,185.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -14.4% | +4.6% | -19.1% | -15.6% |
| 3M | -14.4% | +2.8% | -17.3% | -15.3% |
| 6M | +13.1% | +24.9% | -11.8% | +6.2% |
| YTD | +3.8% | +44.7% | -41.0% | -6.8% |
| 1Y | +17.8% | +112.0% | -94.2% | -4.1% |
| 3Y | +325.3% | +67.6% | +257.7% | +261.8% |
| 5Y | +689.9% | +200.3% | +489.6% | +458.4% |
| 10Y | +2,597.0% | +358.2% | +2,238.8% | +1,413.0% |
| All | +31,416.6% | +231.0% | +31,185.6% | +16,043.1% |
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