+1,087.4%
CSCO vs TECK
+2,265.7%
-1,178.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.7% |
| 7D | -0.5% | +7.8% | -8.3% | -1.8% |
| 30D | -10.1% | +8.3% | -18.4% | -11.3% |
| 3M | -11.7% | +16.1% | -27.8% | -14.1% |
| 6M | +40.1% | +42.9% | -2.8% | +31.1% |
| YTD | +43.8% | +50.8% | -7.0% | +33.0% |
| 1Y | +66.6% | +106.1% | -39.5% | +45.6% |
| 3Y | +108.5% | +84.0% | +24.5% | +81.7% |
| 5Y | +114.0% | +223.5% | -109.5% | +63.5% |
| 10Y | +366.8% | +378.1% | -11.3% | +202.8% |
| All | +1,087.4% | +2,265.7% | -1,178.4% | +452.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling