+58.9%
NOC vs TECK
+180.4%
-121.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +1.0% |
| 7D | -1.8% | -4.2% | +2.5% | -1.5% |
| 30D | -9.4% | -0.4% | -9.1% | -9.5% |
| 3M | -3.8% | +10.1% | -14.0% | -4.6% |
| 6M | -28.8% | +26.0% | -54.8% | -30.1% |
| YTD | -7.9% | +38.0% | -45.9% | -10.3% |
| 1Y | -9.0% | +63.8% | -72.8% | -12.6% |
| 3Y | +29.1% | +68.5% | -39.5% | +21.5% |
| 5Y | +58.9% | +179.2% | -120.2% | +40.0% |
| All | +58.9% | +180.4% | -121.5% | +40.0% |
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