+269.0%
RTX vs TECK
+218.8%
+50.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +1.4% | -1.2% | +2.7% | +1.6% |
| 30D | +7.8% | -5.7% | +13.6% | +8.8% |
| 3M | -9.8% | -3.6% | -6.2% | -9.6% |
| 6M | +13.5% | -2.2% | +15.8% | +12.7% |
| YTD | +10.9% | +33.6% | -22.6% | +2.2% |
| 1Y | +14.0% | +49.0% | -35.0% | +2.4% |
| 3Y | +159.9% | +85.4% | +74.5% | +113.6% |
| 5Y | +151.7% | +138.5% | +13.2% | +82.8% |
| 10Y | +269.0% | +218.0% | +51.0% | +103.1% |
| All | +269.0% | +218.8% | +50.2% | +103.1% |
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