+1,751.4%
QCOM vs TECK
+2,028.7%
-277.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.3% |
| 7D | +5.8% | +3.1% | +2.7% | +5.3% |
| 30D | -2.3% | -5.0% | +2.7% | -1.2% |
| 3M | +2.7% | -2.6% | +5.3% | +3.2% |
| 6M | -21.0% | 0.0% | -21.0% | -21.1% |
| YTD | +1.8% | +35.6% | -33.8% | -4.8% |
| 1Y | +2.4% | +58.1% | -55.7% | -7.1% |
| 3Y | +52.1% | +93.3% | -41.2% | +31.1% |
| 5Y | +14.6% | +153.7% | -139.1% | -8.4% |
| 10Y | +230.9% | +226.7% | +4.1% | +130.7% |
| All | +1,751.4% | +2,028.7% | -277.3% | +1,006.2% |
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