+71.4%
OTIS vs TECK
+1,176.1%
-1,104.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.2% |
| 7D | -0.8% | +7.8% | -8.5% | -1.8% |
| 30D | -4.7% | +8.3% | -13.0% | -5.8% |
| 3M | +1.2% | +16.1% | -14.8% | -1.2% |
| 6M | -20.5% | +42.9% | -63.4% | -25.0% |
| YTD | -18.4% | +50.8% | -69.2% | -24.1% |
| 1Y | -18.1% | +106.1% | -124.2% | -27.6% |
| 3Y | -10.6% | +84.0% | -94.6% | -21.3% |
| 5Y | -16.1% | +223.5% | -239.6% | -33.9% |
| All | +71.4% | +1,176.1% | -1,104.7% | +11.2% |
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 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