+83.9%
ROKU vs TECK
+65.8%
+18.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.4% | -3.8% | +3.4% | +1.0% |
| 30D | +2.1% | +0.7% | +1.3% | +1.3% |
| 3M | +29.5% | +4.6% | +24.9% | +25.5% |
| 6M | +53.8% | +25.1% | +28.7% | +36.4% |
| YTD | +42.8% | +39.2% | +3.6% | +19.2% |
| 1Y | +60.7% | +60.3% | +0.4% | +24.2% |
| 3Y | +83.9% | +62.9% | +21.0% | +25.7% |
| All | +83.9% | +65.8% | +18.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling