+121.8%
IBM vs TECK
+199.3%
-77.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.6% |
| 7D | +3.6% | +4.9% | -1.3% | +3.0% |
| 30D | +1.5% | +5.2% | -3.7% | +0.9% |
| 3M | -12.9% | +13.8% | -26.7% | -14.5% |
| 6M | -3.9% | +38.5% | -42.4% | -8.1% |
| YTD | -17.3% | +47.3% | -64.7% | -21.8% |
| 1Y | -5.0% | +81.0% | -86.0% | -12.7% |
| 3Y | +78.2% | +79.9% | -1.7% | +60.6% |
| All | +121.8% | +199.3% | -77.5% | +81.3% |
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