+563.5%
IBM vs TECK
+2,171.4%
-1,607.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +0.3% | +4.6% | -4.3% | -0.3% |
| 3M | -21.6% | +2.8% | -24.5% | -22.3% |
| 6M | -4.7% | +24.9% | -29.6% | -8.2% |
| YTD | -19.1% | +44.7% | -63.8% | -23.8% |
| 1Y | -2.5% | +112.0% | -114.5% | -13.0% |
| 3Y | +74.2% | +67.6% | +6.6% | +57.5% |
| 5Y | +113.1% | +200.3% | -87.2% | +73.4% |
| 10Y | +133.5% | +358.2% | -224.7% | +66.8% |
| All | +563.5% | +2,171.4% | -1,607.9% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling