+143.6%
IBM vs TECK
+218.8%
-75.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +10.1% | -5.7% | +15.8% | +10.9% |
| 3M | +4.8% | -3.6% | +8.4% | +5.0% |
| 6M | +12.6% | -2.2% | +14.8% | +12.0% |
| YTD | -13.9% | +33.6% | -47.5% | -19.2% |
| 1Y | -18.7% | +49.0% | -67.7% | -25.1% |
| 3Y | +81.9% | +85.4% | -3.5% | +57.8% |
| 5Y | +148.3% | +138.5% | +9.8% | +97.6% |
| 10Y | +143.6% | +218.0% | -74.3% | +60.2% |
| All | +143.6% | +218.8% | -75.2% | +60.2% |
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 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