+697.0%
NKE vs TECK
+2,212.2%
-1,515.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -2.3% | +4.9% | -7.2% | -3.0% |
| 30D | -10.4% | +5.2% | -15.6% | -11.1% |
| 3M | -15.5% | +13.8% | -29.3% | -17.4% |
| 6M | -32.6% | +38.5% | -71.1% | -36.4% |
| YTD | -39.8% | +47.3% | -87.2% | -43.9% |
| 1Y | -47.6% | +81.0% | -128.6% | -52.7% |
| 3Y | -59.0% | +79.9% | -138.9% | -63.6% |
| 5Y | -74.9% | +207.9% | -282.8% | -79.8% |
| 10Y | -21.9% | +389.5% | -411.4% | -45.2% |
| All | +697.0% | +2,212.2% | -1,515.2% | +333.9% |
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 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