+21.2%
DIS vs TECK
+373.9%
-352.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.1% |
| 7D | -1.1% | +7.8% | -8.8% | -2.6% |
| 30D | +0.1% | +8.3% | -8.1% | -1.6% |
| 3M | +7.1% | +16.1% | -9.0% | +3.1% |
| 6M | +4.3% | +42.9% | -38.6% | -4.5% |
| YTD | -6.9% | +50.8% | -57.7% | -16.2% |
| 1Y | -10.3% | +106.1% | -116.4% | -25.0% |
| 3Y | +32.8% | +84.0% | -51.2% | +10.7% |
| 5Y | -41.5% | +223.5% | -264.9% | -58.7% |
| 10Y | +21.2% | +378.1% | -356.9% | -31.4% |
| All | +21.2% | +373.9% | -352.7% | -31.4% |
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