+667.4%
NFLX vs TECK
+373.8%
+293.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.9% |
| 7D | -8.1% | -4.2% | -3.8% | -7.5% |
| 30D | +1.6% | -0.4% | +2.0% | +1.5% |
| 3M | -7.3% | +10.1% | -17.5% | -9.1% |
| 6M | -21.6% | +26.0% | -47.6% | -25.2% |
| YTD | -18.9% | +38.0% | -57.0% | -24.3% |
| 1Y | -39.1% | +63.8% | -102.9% | -45.0% |
| 3Y | +71.7% | +68.5% | +3.1% | +50.8% |
| 5Y | +27.0% | +179.2% | -152.2% | +0.1% |
| All | +667.4% | +373.8% | +293.6% | +426.9% |
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