-32.2%
INFY vs TECK
+65.8%
-98.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | -5.4% | -3.8% | -1.5% | -5.0% |
| 30D | -9.9% | +0.7% | -10.6% | -10.0% |
| 3M | -4.6% | +4.6% | -9.2% | -5.4% |
| 6M | -18.5% | +25.1% | -43.6% | -21.9% |
| YTD | -36.5% | +39.2% | -75.7% | -40.6% |
| 1Y | -32.8% | +60.3% | -93.1% | -38.9% |
| 3Y | -32.2% | +62.9% | -95.1% | -42.0% |
| All | -32.2% | +65.8% | -98.0% | -42.0% |
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