-19.0%
OTIS vs TECK
+47.9%
-67.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.8% |
| 7D | -0.8% | +7.8% | -8.5% | -1.2% |
| 30D | -4.7% | +8.3% | -13.0% | -5.2% |
| 3M | +1.2% | +16.1% | -14.8% | +0.6% |
| All | -19.0% | +47.9% | -67.0% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling