+14,546.7%
NVDA vs TECK
+377.7%
+14,169.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -5.1% | -3.8% | -1.3% | -4.1% |
| 30D | -2.5% | +0.7% | -3.2% | -2.9% |
| 3M | +6.7% | +4.6% | +2.1% | +4.4% |
| 6M | +17.6% | +25.1% | -7.5% | +8.3% |
| YTD | +17.3% | +39.2% | -21.9% | +3.7% |
| 1Y | +23.5% | +60.3% | -36.8% | +4.1% |
| 3Y | +384.6% | +62.9% | +321.7% | +296.3% |
| 5Y | +875.4% | +181.5% | +693.9% | +549.7% |
| All | +14,546.7% | +377.7% | +14,169.0% | +7,644.4% |
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