+436.0%
META vs TECK
+211.9%
+224.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.6% |
| 7D | +3.3% | +1.7% | +1.6% | +2.9% |
| 30D | -10.8% | -7.6% | -3.1% | -9.4% |
| 3M | +7.9% | -5.9% | +13.8% | +8.9% |
| 6M | +5.4% | -2.8% | +8.2% | +4.8% |
| YTD | -2.6% | +31.8% | -34.4% | -9.7% |
| 1Y | +1.9% | +49.1% | -47.2% | -8.1% |
| 3Y | +97.0% | +83.0% | +13.9% | +66.5% |
| 5Y | +97.6% | +150.6% | -53.0% | +52.9% |
| 10Y | +436.0% | +219.0% | +217.1% | +243.0% |
| All | +436.0% | +211.9% | +224.1% | +243.0% |
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 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