+1,593.8%
META vs TECK
+172.4%
+1,421.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -10.8% | -7.6% | -3.1% | -9.7% |
| 3M | +7.9% | -5.9% | +13.8% | +8.7% |
| 6M | +5.4% | -2.8% | +8.2% | +5.0% |
| YTD | -2.6% | +31.8% | -34.4% | -7.8% |
| 1Y | +1.9% | +49.1% | -47.2% | -5.4% |
| 3Y | +97.0% | +83.0% | +13.9% | +75.0% |
| 5Y | +97.6% | +150.6% | -53.0% | +65.6% |
| 10Y | +436.0% | +219.0% | +217.1% | +298.3% |
| All | +1,593.8% | +172.4% | +1,421.4% | +1,226.7% |
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