+335.7%
CSCO vs TECK
+203.4%
+132.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.9% |
| 7D | +6.6% | +2.1% | +4.4% | +6.1% |
| 30D | -11.3% | -8.9% | -2.4% | -9.9% |
| 3M | -17.3% | -7.1% | -10.2% | -16.4% |
| 6M | +3.5% | -7.0% | +10.5% | +4.3% |
| YTD | +34.9% | +28.3% | +6.5% | +27.8% |
| 1Y | +40.5% | +40.6% | -0.1% | +30.8% |
| 3Y | +109.3% | +78.2% | +31.1% | +82.5% |
| 5Y | +105.9% | +129.5% | -23.7% | +64.7% |
| All | +335.7% | +203.4% | +132.3% | +189.6% |
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 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