+142.1%
GOOG vs TECK
+64.4%
+77.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.9% |
| 7D | -2.5% | -4.2% | +1.7% | -1.7% |
| 30D | -3.6% | -0.4% | -3.3% | -3.7% |
| 3M | -6.4% | +10.1% | -16.6% | -8.9% |
| 6M | +7.8% | +26.0% | -18.2% | +1.2% |
| YTD | +5.5% | +38.0% | -32.5% | -3.7% |
| 1Y | +38.3% | +63.8% | -25.5% | +20.6% |
| All | +142.1% | +64.4% | +77.7% | +109.2% |
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