+915.1%
MSFT vs TECK
+198.5%
+716.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | -1.8% | -7.1% | +5.3% | -0.7% |
| 3M | +5.6% | -5.5% | +11.1% | +6.3% |
| 6M | +29.8% | -9.7% | +39.5% | +31.0% |
| YTD | +9.0% | +26.3% | -17.2% | +2.6% |
| 1Y | +4.9% | +44.4% | -39.4% | -3.7% |
| 3Y | +46.2% | +70.1% | -23.9% | +26.7% |
| 5Y | +62.1% | +125.8% | -63.7% | +28.7% |
| All | +915.1% | +198.5% | +716.6% | +557.7% |
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 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