-12.1%
DOW vs TECK
+226.6%
-238.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -1.4% | -3.8% | +2.5% | -0.2% |
| 30D | -3.9% | +0.7% | -4.7% | -4.6% |
| 3M | -12.7% | +4.6% | -17.3% | -15.3% |
| 6M | -13.7% | +25.1% | -38.8% | -23.3% |
| YTD | +28.4% | +39.2% | -10.8% | +8.5% |
| 1Y | +21.8% | +60.3% | -38.6% | -3.3% |
| 3Y | -35.7% | +62.9% | -98.6% | -51.0% |
| 5Y | -36.8% | +181.5% | -218.3% | -64.2% |
| All | -12.1% | +226.6% | -238.7% | -56.5% |
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