+36.6%
ORLY vs TECK
+65.8%
-29.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.4% |
| 7D | -2.4% | -3.8% | +1.5% | -2.3% |
| 30D | -6.8% | +0.7% | -7.5% | -6.8% |
| 3M | -4.8% | +4.6% | -9.4% | -4.7% |
| 6M | -9.1% | +25.1% | -34.2% | -9.6% |
| YTD | -5.9% | +39.2% | -45.1% | -6.6% |
| 1Y | -20.4% | +60.3% | -80.7% | -21.2% |
| 3Y | +36.6% | +62.9% | -26.3% | +34.6% |
| All | +36.6% | +65.8% | -29.2% | +34.6% |
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