+377.3%
CSCO vs TECK
+372.8%
+4.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | 0.0% | +4.9% | -4.9% | -0.9% |
| 30D | -10.7% | +5.2% | -15.9% | -11.5% |
| 3M | -8.7% | +13.8% | -22.5% | -11.0% |
| 6M | +44.9% | +38.5% | +6.4% | +36.1% |
| YTD | +44.1% | +47.3% | -3.2% | +33.6% |
| 1Y | +65.9% | +81.0% | -15.1% | +48.0% |
| 3Y | +109.0% | +79.9% | +29.1% | +82.0% |
| 5Y | +114.8% | +207.9% | -93.1% | +63.4% |
| 10Y | +377.3% | +389.5% | -12.1% | +211.5% |
| All | +377.3% | +372.8% | +4.5% | +211.5% |
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