+606.1%
COST vs TECK
+377.7%
+228.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -1.2% | -3.8% | +2.7% | -0.9% |
| 30D | -4.7% | +0.7% | -5.5% | -4.8% |
| 3M | -7.1% | +4.6% | -11.7% | -7.6% |
| 6M | -8.5% | +25.1% | -33.7% | -10.7% |
| YTD | +5.4% | +39.2% | -33.8% | +1.7% |
| 1Y | -5.6% | +60.3% | -66.0% | -10.2% |
| 3Y | +68.5% | +62.9% | +5.6% | +58.0% |
| 5Y | +105.2% | +181.5% | -76.2% | +81.2% |
| All | +606.1% | +377.7% | +228.4% | +475.8% |
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