+404.3%
META vs TECK
+212.7%
+191.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.8% | -0.2% | -0.5% | -0.8% |
| 30D | -15.4% | -7.5% | -7.9% | -14.1% |
| 3M | +3.5% | -8.4% | +12.0% | +5.1% |
| 6M | -0.3% | -2.2% | +2.0% | -1.0% |
| YTD | -7.3% | +26.8% | -34.1% | -13.4% |
| 1Y | -1.1% | +46.5% | -47.6% | -10.5% |
| 3Y | +95.1% | +69.0% | +26.0% | +67.5% |
| 5Y | +80.6% | +138.8% | -58.2% | +41.0% |
| All | +404.3% | +212.7% | +191.6% | +216.3% |
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