+1,721.9%
QCOM vs TECK
+2,171.4%
-449.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +7.7% | +4.6% | +3.1% | +6.6% |
| 3M | -30.1% | +2.8% | -32.9% | -30.5% |
| 6M | +22.8% | +24.9% | -2.1% | +17.1% |
| YTD | +0.2% | +44.7% | -44.6% | -7.5% |
| 1Y | +7.9% | +112.0% | -104.1% | -8.0% |
| 3Y | +55.8% | +67.6% | -11.8% | +37.5% |
| 5Y | +30.1% | +200.3% | -170.3% | +0.2% |
| 10Y | +248.9% | +358.2% | -109.3% | +128.8% |
| All | +1,721.9% | +2,171.4% | -449.5% | +974.0% |
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