+4.2%
ITW vs TECK
+108.8%
-104.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | -9.1% | +4.6% | -13.8% | -9.6% |
| 3M | +8.2% | +2.8% | +5.4% | +7.8% |
| 6M | -4.8% | +24.9% | -29.7% | -7.9% |
| YTD | +11.0% | +44.7% | -33.7% | +6.9% |
| 1Y | +4.2% | +112.0% | -107.7% | +0.9% |
| All | +4.2% | +108.8% | -104.6% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling