+281.8%
QCOM vs TECK
+372.8%
-91.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +4.4% | +4.9% | -0.5% | +2.9% |
| 30D | +9.4% | +5.2% | +4.2% | +7.6% |
| 3M | -13.7% | +13.8% | -27.5% | -17.1% |
| 6M | +28.9% | +38.5% | -9.6% | +16.9% |
| YTD | +4.7% | +47.3% | -42.6% | -7.3% |
| 1Y | +13.5% | +81.0% | -67.5% | -5.6% |
| 3Y | +77.1% | +79.9% | -2.8% | +44.2% |
| 5Y | +38.9% | +207.9% | -169.0% | -5.8% |
| 10Y | +281.8% | +389.5% | -107.7% | +112.7% |
| All | +281.8% | +372.8% | -91.1% | +112.7% |
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