+1,400.7%
ITW vs TECK
+2,212.2%
-811.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.3% |
| 7D | -1.9% | +4.9% | -6.8% | -2.8% |
| 30D | -10.4% | +5.2% | -15.6% | -11.3% |
| 3M | +3.5% | +13.8% | -10.3% | +0.5% |
| 6M | -3.4% | +38.5% | -41.9% | -10.1% |
| YTD | +8.5% | +47.3% | -38.8% | -0.6% |
| 1Y | +3.2% | +81.0% | -77.8% | -9.5% |
| 3Y | +18.9% | +79.9% | -61.0% | +1.6% |
| 5Y | +35.0% | +207.9% | -172.8% | +0.1% |
| 10Y | +188.6% | +389.5% | -200.8% | +76.6% |
| All | +1,400.7% | +2,212.2% | -811.5% | +569.0% |
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 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