+45.9%
NSC vs TECK
+207.5%
-161.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.2% |
| 7D | -1.5% | +7.8% | -9.3% | -2.8% |
| 30D | -1.9% | +8.3% | -10.2% | -3.3% |
| 3M | +6.2% | +16.1% | -9.8% | +3.1% |
| 6M | +9.2% | +42.9% | -33.7% | +1.4% |
| YTD | +15.0% | +50.8% | -35.7% | +5.2% |
| 1Y | +21.1% | +106.1% | -85.0% | +3.6% |
| 3Y | +78.6% | +84.0% | -5.4% | +52.3% |
| 5Y | +45.9% | +223.5% | -177.6% | +16.5% |
| All | +45.9% | +207.5% | -161.6% | +16.5% |
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