+27.2%
NFLX vs TECK
+213.6%
-186.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -8.1% | +4.9% | -13.0% | -8.8% |
| 30D | -0.3% | +5.2% | -5.5% | -1.2% |
| 3M | -6.6% | +13.8% | -20.4% | -8.8% |
| 6M | -22.7% | +38.5% | -61.2% | -27.4% |
| YTD | -18.9% | +47.3% | -66.3% | -25.3% |
| 1Y | -39.8% | +81.0% | -120.8% | -46.9% |
| 3Y | +71.7% | +79.9% | -8.2% | +47.1% |
| 5Y | +27.2% | +207.9% | -180.6% | -0.3% |
| All | +27.2% | +213.6% | -186.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling