+48.9%
MSFT vs TECK
+75.5%
-26.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -1.0% | +4.9% | -5.9% | -1.7% |
| 30D | -2.7% | +5.2% | -7.9% | -3.4% |
| 3M | +22.1% | +13.8% | +8.3% | +19.6% |
| 6M | +20.6% | +38.5% | -17.9% | +14.2% |
| YTD | +2.3% | +47.3% | -45.0% | -4.7% |
| 1Y | -0.5% | +81.0% | -81.5% | -10.7% |
| All | +48.9% | +75.5% | -26.6% | +32.7% |
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 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