+681.2%
DIS vs TECK
+2,171.4%
-1,490.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +3.5% | +4.6% | -1.1% | +2.6% |
| 3M | +6.8% | +2.8% | +4.0% | +5.6% |
| 6M | +3.0% | +24.9% | -21.9% | -2.0% |
| YTD | -6.7% | +44.7% | -51.5% | -13.9% |
| 1Y | -10.1% | +112.0% | -122.1% | -22.9% |
| 3Y | +33.0% | +67.6% | -34.5% | +16.5% |
| 5Y | -40.0% | +200.3% | -240.3% | -54.0% |
| 10Y | +21.1% | +358.2% | -337.2% | -21.8% |
| All | +681.2% | +2,171.4% | -1,490.2% | +282.7% |
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