+376.3%
PSX vs TECK
+373.8%
+2.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +1.1% |
| 7D | +1.5% | -4.2% | +5.8% | +2.8% |
| 30D | +15.8% | -0.4% | +16.2% | +15.6% |
| 3M | +43.0% | +10.1% | +32.9% | +36.8% |
| 6M | +61.1% | +26.0% | +35.1% | +44.5% |
| YTD | +104.5% | +38.0% | +66.5% | +76.0% |
| 1Y | +102.5% | +63.8% | +38.7% | +62.8% |
| 3Y | +133.5% | +68.5% | +65.0% | +78.1% |
| 5Y | +367.0% | +179.2% | +187.8% | +179.9% |
| All | +376.3% | +373.8% | +2.5% | +107.6% |
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 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