+444.8%
NVDA vs TECK
+130.0%
+314.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -12.7% | -0.4% | -12.3% | -12.7% |
| 30D | -26.4% | -7.1% | -19.3% | -24.6% |
| 3M | -27.6% | -5.5% | -22.2% | -26.6% |
| 6M | -27.7% | -9.7% | -18.0% | -26.1% |
| YTD | -12.5% | +26.3% | -38.7% | -21.7% |
| 1Y | -12.6% | +44.4% | -57.0% | -25.8% |
| 3Y | +235.9% | +70.1% | +165.9% | +163.3% |
| All | +444.8% | +130.0% | +314.8% | +264.8% |
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