-10.8%
DOW vs TECK
+239.7%
-250.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | +0.4% | +4.6% | -4.2% | -1.4% |
| 3M | -14.4% | +2.8% | -17.2% | -16.5% |
| 6M | -7.0% | +24.9% | -31.9% | -17.2% |
| YTD | +30.2% | +44.7% | -14.5% | +8.7% |
| 1Y | +29.2% | +112.0% | -82.8% | -8.0% |
| 3Y | -36.7% | +67.6% | -104.3% | -52.2% |
| 5Y | -37.7% | +200.3% | -238.0% | -65.5% |
| All | -10.8% | +239.7% | -250.5% | -56.4% |
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 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