+62.8%
META vs TECK
+200.8%
-138.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -0.3% | +7.1% | +6.8% |
| 30D | +4.8% | +4.6% | +0.1% | +3.6% |
| 3M | -1.6% | +2.8% | -4.5% | -2.8% |
| 6M | -7.5% | +24.9% | -32.4% | -13.4% |
| YTD | -6.4% | +44.7% | -51.1% | -15.8% |
| 1Y | -17.3% | +112.0% | -129.3% | -32.5% |
| 3Y | +109.9% | +67.6% | +42.3% | +75.3% |
| All | +62.8% | +200.8% | -138.0% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling