+3,121.4%
MSFT vs TECK
+2,171.4%
+950.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | +2.7% | +4.6% | -1.9% | +1.9% |
| 3M | +17.0% | +2.8% | +14.1% | +16.0% |
| 6M | +23.8% | +24.9% | -1.1% | +18.4% |
| YTD | +4.0% | +44.7% | -40.8% | -3.3% |
| 1Y | -0.8% | +112.0% | -112.8% | -13.6% |
| 3Y | +55.6% | +67.6% | -12.0% | +37.8% |
| 5Y | +72.9% | +200.3% | -127.5% | +35.5% |
| 10Y | +875.8% | +358.2% | +517.6% | +551.7% |
| All | +3,121.4% | +2,171.4% | +950.0% | +1,348.2% |
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