+135.8%
HOOD vs TECK
+147.0%
-11.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.1% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | -25.4% | -7.6% | -17.8% | -22.5% |
| 3M | -14.0% | -5.9% | -8.1% | -11.3% |
| 6M | +5.6% | -2.8% | +8.4% | +6.3% |
| YTD | -28.1% | +31.8% | -59.9% | -37.3% |
| 1Y | -40.1% | +49.1% | -89.3% | -50.6% |
| 3Y | +888.2% | +83.0% | +805.2% | +657.0% |
| 5Y | +135.8% | +150.6% | -14.8% | +39.5% |
| All | +135.8% | +147.0% | -11.2% | +39.5% |
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