+503.2%
OMC vs TECK
+2,171.4%
-1,668.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +1.1% | +4.6% | -3.5% | +0.3% |
| 3M | +10.4% | +2.8% | +7.6% | +9.3% |
| 6M | -1.7% | +24.9% | -26.6% | -6.2% |
| YTD | +4.4% | +44.7% | -40.3% | -3.3% |
| 1Y | +8.4% | +112.0% | -103.5% | -6.3% |
| 3Y | +14.4% | +67.6% | -53.2% | +0.6% |
| 5Y | +33.9% | +200.3% | -166.5% | +3.5% |
| 10Y | +34.9% | +358.2% | -323.4% | -10.9% |
| All | +503.2% | +2,171.4% | -1,668.2% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling