+72.4%
IBM vs TECK
+85.2%
-12.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -1.7% |
| 7D | +0.3% | +7.8% | -7.5% | -0.6% |
| 30D | -1.5% | +8.3% | -9.8% | -2.4% |
| 3M | -16.8% | +16.1% | -32.8% | -18.4% |
| 6M | -9.0% | +42.9% | -51.9% | -13.4% |
| YTD | -20.1% | +50.8% | -70.8% | -24.9% |
| 1Y | -7.0% | +106.1% | -113.1% | -17.0% |
| 3Y | +72.4% | +84.0% | -11.6% | +51.5% |
| All | +72.4% | +85.2% | -12.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling