+302.5%
NSC vs TECK
+221.5%
+81.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.1% | +0.3% |
| 7D | -5.4% | +3.1% | -8.4% | -6.0% |
| 30D | +2.9% | -5.0% | +7.9% | +3.9% |
| 3M | -2.2% | -2.6% | +0.4% | -2.1% |
| 6M | +5.3% | 0.0% | +5.3% | +3.9% |
| YTD | +14.8% | +35.6% | -20.9% | +4.4% |
| 1Y | +16.6% | +58.1% | -41.5% | +2.0% |
| 3Y | +78.6% | +93.3% | -14.7% | +43.9% |
| 5Y | +27.2% | +153.7% | -126.5% | -9.4% |
| 10Y | +302.5% | +226.7% | +75.8% | +122.2% |
| All | +302.5% | +221.5% | +81.0% | +122.2% |
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