+252.1%
INTC vs TECK
+377.7%
-125.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +7.5% | -3.8% | +11.3% | +8.8% |
| 30D | +2.0% | +0.7% | +1.2% | +1.7% |
| 3M | -12.0% | +4.6% | -16.6% | -13.0% |
| 6M | +114.5% | +25.1% | +89.4% | +102.2% |
| YTD | +179.0% | +39.2% | +139.8% | +154.6% |
| 1Y | +318.3% | +60.3% | +258.0% | +267.1% |
| 3Y | +171.2% | +62.9% | +108.3% | +132.8% |
| 5Y | +107.6% | +181.5% | -73.9% | +51.3% |
| All | +252.1% | +377.7% | -125.6% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling