+189.8%
NOC vs TECK
+377.7%
-187.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.8% | -3.8% | +4.6% | +1.1% |
| 30D | -9.7% | +0.7% | -10.4% | -9.8% |
| 3M | -5.6% | +4.6% | -10.3% | -6.2% |
| 6M | -28.6% | +25.1% | -53.7% | -30.3% |
| YTD | -7.9% | +39.2% | -47.0% | -11.1% |
| 1Y | -9.5% | +60.3% | -69.9% | -13.9% |
| 3Y | +28.4% | +62.9% | -34.5% | +19.9% |
| 5Y | +59.0% | +181.5% | -122.5% | +37.6% |
| All | +189.8% | +377.7% | -187.9% | +130.8% |
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