+94.5%
MO vs TECK
+64.4%
+30.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -1.3% |
| 30D | +5.8% | -0.4% | +6.1% | +5.8% |
| 3M | -4.5% | +10.1% | -14.7% | -3.6% |
| 6M | +5.7% | +26.0% | -20.3% | +7.0% |
| YTD | +23.1% | +38.0% | -14.9% | +24.9% |
| 1Y | +10.9% | +63.8% | -52.9% | +12.9% |
| All | +94.5% | +64.4% | +30.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling