+2,673.5%
NSC vs TECK
+1,968.8%
+704.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.2% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | +3.6% | -7.6% | +11.3% | +5.1% |
| 3M | -1.4% | -5.9% | +4.5% | -0.6% |
| 6M | +6.0% | -2.8% | +8.8% | +5.3% |
| YTD | +15.5% | +31.8% | -16.3% | +6.4% |
| 1Y | +16.2% | +49.1% | -32.9% | +4.0% |
| 3Y | +76.9% | +83.0% | -6.1% | +47.1% |
| 5Y | +29.3% | +150.6% | -121.3% | -4.0% |
| 10Y | +298.3% | +219.0% | +79.3% | +149.9% |
| All | +2,673.5% | +1,968.8% | +704.8% | +1,196.7% |
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