+31.1%
OMC vs TECK
+377.7%
-346.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.4% | -3.8% | -0.5% | -3.8% |
| 30D | -7.6% | +0.7% | -8.3% | -7.9% |
| 3M | +4.5% | +4.6% | -0.1% | +3.0% |
| 6M | -0.3% | +25.1% | -25.4% | -5.5% |
| YTD | -0.1% | +39.2% | -39.3% | -8.1% |
| 1Y | +4.6% | +60.3% | -55.7% | -7.0% |
| 3Y | +10.5% | +62.9% | -52.4% | -5.0% |
| 5Y | +31.7% | +181.5% | -149.8% | -3.5% |
| All | +31.1% | +377.7% | -346.6% | -21.3% |
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