+291.1%
NSC vs TECK
+203.4%
+87.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.7% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | +4.2% | -8.9% | +13.1% | +6.1% |
| 3M | -0.2% | -7.1% | +6.9% | +0.9% |
| 6M | +7.6% | -7.0% | +14.5% | +7.8% |
| YTD | +17.4% | +28.3% | -11.0% | +8.0% |
| 1Y | +18.3% | +40.6% | -22.3% | +6.3% |
| 3Y | +79.8% | +78.2% | +1.6% | +47.5% |
| 5Y | +34.3% | +129.5% | -95.2% | -2.0% |
| All | +291.1% | +203.4% | +87.7% | +117.4% |
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