+230.9%
QCOM vs TECK
+221.5%
+9.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +1.6% |
| 7D | +5.8% | +3.1% | +2.7% | +5.0% |
| 30D | -2.3% | -5.0% | +2.7% | -0.7% |
| 3M | +2.7% | -2.6% | +5.3% | +3.4% |
| 6M | -21.0% | 0.0% | -21.0% | -21.3% |
| YTD | +1.8% | +35.6% | -33.8% | -7.8% |
| 1Y | +2.4% | +58.1% | -55.7% | -11.4% |
| 3Y | +52.1% | +93.3% | -41.2% | +21.7% |
| 5Y | +14.6% | +153.7% | -139.1% | -18.2% |
| 10Y | +230.9% | +226.7% | +4.1% | +84.7% |
| All | +230.9% | +221.5% | +9.3% | +84.7% |
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