+147.8%
GE vs TECK
+373.8%
-226.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +1.3% |
| 7D | -2.8% | -4.2% | +1.4% | -1.8% |
| 30D | -11.9% | -0.4% | -11.6% | -12.0% |
| 3M | +1.8% | +10.1% | -8.3% | -1.3% |
| 6M | -0.6% | +26.0% | -26.6% | -7.4% |
| YTD | +5.5% | +38.0% | -32.5% | -4.6% |
| 1Y | +15.0% | +63.8% | -48.8% | -1.3% |
| 3Y | +269.5% | +68.5% | +201.0% | +203.0% |
| 5Y | +422.4% | +179.2% | +243.3% | +249.8% |
| All | +147.8% | +373.8% | -226.0% | +31.0% |
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