+780.7%
GOOG vs TECK
+377.7%
+403.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | 0.0% | -3.8% | +3.9% | +0.7% |
| 30D | -2.0% | +0.7% | -2.7% | -2.2% |
| 3M | -5.9% | +4.6% | -10.5% | -7.2% |
| 6M | +8.9% | +25.1% | -16.2% | +3.3% |
| YTD | +7.1% | +39.2% | -32.1% | -0.9% |
| 1Y | +39.7% | +60.3% | -20.6% | +25.4% |
| 3Y | +145.8% | +62.9% | +82.9% | +114.8% |
| 5Y | +138.6% | +181.5% | -42.9% | +81.3% |
| All | +780.7% | +377.7% | +403.0% | +466.3% |
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 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