+346.8%
GE vs TECK
+1,881.2%
-1,534.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +8.1% | -7.1% | +15.2% | +9.7% |
| 3M | -7.9% | -5.5% | -2.4% | -7.0% |
| 6M | +12.9% | -9.7% | +22.6% | +14.5% |
| YTD | +8.2% | +26.3% | -18.1% | +1.7% |
| 1Y | +9.7% | +44.4% | -34.7% | +0.1% |
| 3Y | +266.1% | +70.1% | +196.0% | +214.7% |
| 5Y | +407.4% | +125.8% | +281.6% | +295.5% |
| 10Y | +150.3% | +200.6% | -50.3% | +66.7% |
| All | +346.8% | +1,881.2% | -1,534.5% | +108.3% |
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 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