+144.5%
IBM vs TECK
+372.8%
-228.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.7% |
| 7D | +3.6% | +4.9% | -1.3% | +2.8% |
| 30D | +1.5% | +5.2% | -3.7% | +0.7% |
| 3M | -12.9% | +13.8% | -26.7% | -15.1% |
| 6M | -3.9% | +38.5% | -42.4% | -9.5% |
| YTD | -17.3% | +47.3% | -64.7% | -23.2% |
| 1Y | -5.0% | +81.0% | -86.0% | -14.9% |
| 3Y | +78.2% | +79.9% | -1.7% | +56.0% |
| 5Y | +120.6% | +207.9% | -87.2% | +69.2% |
| 10Y | +144.5% | +389.5% | -245.0% | +59.1% |
| All | +144.5% | +372.8% | -228.4% | +59.1% |
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