+251.9%
QCOM vs TECK
+203.4%
+48.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.5% |
| 7D | +13.0% | +2.1% | +10.9% | +12.2% |
| 30D | +0.2% | -8.9% | +9.1% | +3.1% |
| 3M | +9.2% | -7.1% | +16.3% | +11.4% |
| 6M | -15.0% | -7.0% | -8.0% | -13.5% |
| YTD | +5.2% | +28.3% | -23.2% | -3.3% |
| 1Y | +2.4% | +40.6% | -38.2% | -8.5% |
| 3Y | +52.0% | +78.2% | -26.2% | +24.3% |
| 5Y | +19.7% | +129.5% | -109.8% | -12.2% |
| All | +251.9% | +203.4% | +48.5% | +101.6% |
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