+1,724.4%
NOC vs TECK
+1,881.2%
-156.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | +4.8% | -0.4% | +5.3% | +4.9% |
| 30D | +11.0% | -7.1% | +18.2% | +11.7% |
| 3M | -3.8% | -5.5% | +1.7% | -3.6% |
| 6M | +0.6% | -9.7% | +10.3% | +1.0% |
| YTD | -2.3% | +26.3% | -28.5% | -5.9% |
| 1Y | +0.3% | +44.4% | -44.1% | -5.0% |
| 3Y | +24.6% | +70.1% | -45.5% | +13.6% |
| 5Y | +66.0% | +125.8% | -59.8% | +43.0% |
| 10Y | +161.2% | +200.6% | -39.4% | +102.5% |
| All | +1,724.4% | +1,881.2% | -156.8% | +1,048.3% |
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 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