+870.5%
MSFT vs TECK
+405.7%
+464.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -1.0% | +4.9% | -5.9% | -1.9% |
| 30D | -2.7% | +5.2% | -7.9% | -3.6% |
| 3M | +22.1% | +13.8% | +8.3% | +18.9% |
| 6M | +20.6% | +38.5% | -17.9% | +12.7% |
| YTD | +2.3% | +47.3% | -45.0% | -5.9% |
| 1Y | -0.5% | +81.0% | -81.5% | -12.2% |
| 3Y | +50.5% | +79.9% | -29.3% | +29.5% |
| 5Y | +72.3% | +207.9% | -135.5% | +29.7% |
| All | +870.5% | +405.7% | +464.8% | +505.3% |
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