+448.2%
NFLX vs TECK
+198.5%
+249.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | -11.9% | -7.1% | -4.8% | -11.1% |
| 3M | -20.6% | -5.5% | -15.1% | -20.2% |
| 6M | -29.0% | -9.7% | -19.3% | -28.6% |
| YTD | -33.7% | +26.3% | -60.0% | -37.4% |
| 1Y | -46.2% | +44.4% | -90.5% | -50.4% |
| 3Y | +39.8% | +70.1% | -30.3% | +22.8% |
| 5Y | -9.0% | +125.8% | -134.7% | -25.6% |
| All | +448.2% | +198.5% | +249.7% | +301.3% |
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