+1,618.8%
NOC vs TECK
+2,265.7%
-646.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.3% |
| 7D | -2.7% | +7.8% | -10.4% | -3.5% |
| 30D | -8.9% | +8.3% | -17.1% | -9.7% |
| 3M | -3.7% | +16.1% | -19.7% | -5.5% |
| 6M | -30.8% | +42.9% | -73.7% | -33.9% |
| YTD | -7.9% | +50.8% | -58.7% | -12.8% |
| 1Y | -9.4% | +106.1% | -115.5% | -17.4% |
| 3Y | +29.0% | +84.0% | -55.1% | +16.8% |
| 5Y | +56.1% | +223.5% | -167.4% | +29.3% |
| 10Y | +186.3% | +378.1% | -191.8% | +110.6% |
| All | +1,618.8% | +2,265.7% | -646.9% | +964.7% |
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