+160.3%
EBAY vs TECK
+65.8%
+94.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +4.2% | -3.8% | +8.0% | +4.7% |
| 30D | +5.6% | +0.7% | +4.9% | +5.4% |
| 3M | -1.4% | +4.6% | -6.0% | -2.3% |
| 6M | +18.2% | +25.1% | -6.9% | +13.4% |
| YTD | +24.8% | +39.2% | -14.3% | +17.7% |
| 1Y | +18.0% | +60.3% | -42.3% | +9.0% |
| 3Y | +160.3% | +62.9% | +97.4% | +137.3% |
| All | +160.3% | +65.8% | +94.5% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling