+361.0%
ORLY vs TECK
+377.7%
-16.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -2.4% | -3.8% | +1.5% | -2.1% |
| 30D | -6.8% | +0.7% | -7.5% | -6.9% |
| 3M | -4.8% | +4.6% | -9.4% | -5.4% |
| 6M | -9.1% | +25.1% | -34.2% | -11.4% |
| YTD | -5.9% | +39.2% | -45.1% | -9.4% |
| 1Y | -20.4% | +60.3% | -80.7% | -24.4% |
| 3Y | +36.6% | +62.9% | -26.3% | +27.2% |
| 5Y | +117.3% | +181.5% | -64.2% | +85.5% |
| All | +361.0% | +377.7% | -16.7% | +249.9% |
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