+13,164.2%
GOOG vs TECK
+913.2%
+12,251.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -1.6% | +4.9% | -6.4% | -2.3% |
| 30D | -7.7% | +5.2% | -12.8% | -8.5% |
| 3M | -9.3% | +13.8% | -23.1% | -11.7% |
| 6M | +7.4% | +38.5% | -31.0% | +1.0% |
| YTD | +4.9% | +47.3% | -42.5% | -2.9% |
| 1Y | +37.2% | +81.0% | -43.8% | +22.5% |
| 3Y | +141.6% | +79.9% | +61.7% | +111.9% |
| 5Y | +128.8% | +207.9% | -79.1% | +78.1% |
| 10Y | +772.7% | +389.5% | +383.2% | +475.6% |
| All | +13,164.2% | +913.2% | +12,251.0% | +6,672.8% |
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