-37.8%
NFLX vs TECK
+108.8%
-146.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.3% |
| 30D | +5.5% | +4.6% | +0.8% | +5.6% |
| 3M | -4.1% | +2.8% | -6.9% | -4.0% |
| 6M | -20.7% | +24.9% | -45.6% | -20.9% |
| YTD | -16.5% | +44.7% | -61.3% | -18.0% |
| 1Y | -37.8% | +112.0% | -149.8% | -39.4% |
| All | -37.8% | +108.8% | -146.6% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling