+30.5%
OMC vs TECK
+199.3%
-168.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.2% |
| 7D | -4.2% | +4.9% | -9.1% | -4.9% |
| 30D | -7.5% | +5.2% | -12.7% | -8.2% |
| 3M | +4.6% | +13.8% | -9.2% | +2.4% |
| 6M | -4.8% | +38.5% | -43.3% | -10.1% |
| YTD | -1.0% | +47.3% | -48.4% | -8.2% |
| 1Y | +3.8% | +81.0% | -77.1% | -7.6% |
| 3Y | +10.2% | +79.9% | -69.7% | -4.8% |
| All | +30.5% | +199.3% | -168.8% | -1.4% |
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 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