+112.0%
ROST vs TECK
+130.0%
-18.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +0.5% | -7.1% | +7.6% | +1.4% |
| 3M | -5.2% | -5.5% | +0.2% | -4.7% |
| 6M | +9.8% | -9.7% | +19.5% | +10.6% |
| YTD | +29.4% | +26.3% | +3.1% | +22.9% |
| 1Y | +44.4% | +44.4% | 0.0% | +34.2% |
| 3Y | +95.0% | +70.1% | +24.9% | +72.1% |
| All | +112.0% | +130.0% | -18.0% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling