+212.4%
NXPI vs TECK
+198.5%
+13.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +6.8% | -0.4% | +7.2% | +6.8% |
| 30D | +20.0% | -7.1% | +27.2% | +23.0% |
| 3M | +14.8% | -5.5% | +20.3% | +16.4% |
| 6M | -10.5% | -9.7% | -0.8% | -8.0% |
| YTD | +23.7% | +26.3% | -2.5% | +11.6% |
| 1Y | +34.1% | +44.4% | -10.3% | +15.1% |
| 3Y | +51.2% | +70.1% | -18.8% | +19.6% |
| 5Y | +33.4% | +125.8% | -92.4% | -9.9% |
| All | +212.4% | +198.5% | +13.9% | +49.7% |
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 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