+783.6%
DIS vs TECK
+2,028.7%
-1,245.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -4.9% | +0.8% |
| 7D | +5.3% | +3.1% | +2.2% | +4.7% |
| 30D | +10.2% | -5.0% | +15.2% | +11.0% |
| 3M | +13.5% | -2.6% | +16.1% | +13.6% |
| 6M | +11.1% | 0.0% | +11.2% | +9.9% |
| YTD | +5.5% | +35.6% | -30.1% | -1.9% |
| 1Y | +9.1% | +58.1% | -49.0% | -1.3% |
| 3Y | +36.0% | +93.3% | -57.3% | +16.0% |
| 5Y | -29.8% | +153.7% | -183.6% | -44.7% |
| 10Y | +36.6% | +226.7% | -190.1% | -6.6% |
| All | +783.6% | +2,028.7% | -1,245.1% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling