+9.5%
OMC vs TECK
+75.5%
-66.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.2% |
| 7D | -4.2% | +4.9% | -9.1% | -4.7% |
| 30D | -7.5% | +5.2% | -12.7% | -8.1% |
| 3M | +4.6% | +13.8% | -9.2% | +2.9% |
| 6M | -4.8% | +38.5% | -43.3% | -9.1% |
| YTD | -1.0% | +47.3% | -48.4% | -7.2% |
| 1Y | +3.8% | +81.0% | -77.1% | -6.7% |
| All | +9.5% | +75.5% | -66.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling