+5,909.7%
ROST vs TECK
+1,881.2%
+4,028.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 6M | +9.8% | -9.7% | +19.5% | +10.5% |
| YTD | +29.4% | +26.3% | +3.1% | +24.0% |
| 1Y | +44.4% | +44.4% | 0.0% | +35.8% |
| 3Y | +95.0% | +70.1% | +24.9% | +76.3% |
| 5Y | +111.9% | +125.8% | -13.9% | +80.3% |
| 10Y | +301.2% | +200.6% | +100.6% | +206.7% |
| All | +5,909.7% | +1,881.2% | +4,028.5% | +3,683.7% |
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 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