+559.3%
ROKU vs TECK
+250.4%
+308.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.4% | -3.8% | +3.4% | +0.5% |
| 30D | +2.1% | +0.7% | +1.3% | +1.6% |
| 3M | +29.5% | +4.6% | +24.9% | +27.0% |
| 6M | +53.8% | +25.1% | +28.7% | +43.4% |
| YTD | +42.8% | +39.2% | +3.6% | +28.8% |
| 1Y | +60.7% | +60.3% | +0.4% | +39.1% |
| 3Y | +83.9% | +62.9% | +21.0% | +55.9% |
| 5Y | -52.8% | +181.5% | -234.3% | -64.7% |
| All | +559.3% | +250.4% | +308.9% | +437.8% |
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