+79.2%
IBM vs TECK
+86.0%
-6.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.4% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | +8.4% | -7.6% | +16.0% | +9.2% |
| 3M | +4.2% | -5.9% | +10.1% | +4.6% |
| 6M | +7.9% | -2.8% | +10.8% | +8.0% |
| YTD | -15.2% | +31.8% | -47.0% | -19.3% |
| 1Y | -18.7% | +49.1% | -67.8% | -24.2% |
| 3Y | +79.2% | +83.0% | -3.8% | +61.4% |
| All | +79.2% | +86.0% | -6.7% | +61.4% |
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