+136.9%
GOOGL vs TECK
+199.3%
-62.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -1.9% | +4.9% | -6.7% | -2.7% |
| 30D | -7.5% | +5.2% | -12.6% | -8.4% |
| 3M | -9.2% | +13.8% | -23.0% | -11.8% |
| 6M | +8.1% | +38.5% | -30.4% | +0.7% |
| YTD | +5.8% | +47.3% | -41.5% | -3.1% |
| 1Y | +38.3% | +81.0% | -42.7% | +21.3% |
| 3Y | +144.8% | +79.9% | +64.9% | +109.7% |
| All | +136.9% | +199.3% | -62.4% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling