+425.7%
META vs TECK
+221.5%
+204.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.8% | +3.7% |
| 7D | +5.7% | +3.1% | +2.6% | +5.0% |
| 30D | -10.8% | -5.0% | -5.8% | -9.9% |
| 3M | +8.4% | -2.6% | +11.0% | +8.6% |
| 6M | +5.4% | 0.0% | +5.4% | +4.2% |
| YTD | -2.6% | +35.6% | -38.2% | -10.2% |
| 1Y | +3.5% | +58.1% | -54.6% | -7.8% |
| 3Y | +102.0% | +93.3% | +8.7% | +69.0% |
| 5Y | +93.1% | +153.7% | -60.6% | +48.9% |
| 10Y | +425.7% | +226.7% | +198.9% | +232.5% |
| All | +425.7% | +221.5% | +204.1% | +232.5% |
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