+69.1%
OTIS vs TECK
+1,078.1%
-1,009.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.0% | -3.8% | +0.9% | -2.5% |
| 30D | -6.0% | +0.7% | -6.8% | -6.2% |
| 3M | -0.9% | +4.6% | -5.5% | -1.8% |
| 6M | -17.3% | +25.1% | -42.4% | -20.6% |
| YTD | -19.6% | +39.2% | -58.7% | -24.3% |
| 1Y | -21.0% | +60.3% | -81.4% | -27.5% |
| 3Y | -12.1% | +62.9% | -75.0% | -21.3% |
| 5Y | -17.1% | +181.5% | -198.6% | -33.4% |
| All | +69.1% | +1,078.1% | -1,009.0% | +10.9% |
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