+223.9%
NXPI vs TECK
+377.7%
-153.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.2% |
| 7D | +3.9% | -3.8% | +7.7% | +5.1% |
| 30D | +1.4% | +0.7% | +0.6% | +0.8% |
| 3M | -21.5% | +4.6% | -26.1% | -23.1% |
| 6M | +19.4% | +25.1% | -5.7% | +9.4% |
| YTD | +9.9% | +39.2% | -29.2% | -3.6% |
| 1Y | +7.9% | +60.3% | -52.4% | -10.3% |
| 3Y | +22.7% | +62.9% | -40.2% | -1.4% |
| 5Y | +22.1% | +181.5% | -159.4% | -22.8% |
| All | +223.9% | +377.7% | -153.8% | +62.4% |
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