+267.4%
RTX vs TECK
+198.5%
+68.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +4.8% | -0.4% | +5.2% | +4.8% |
| 30D | +6.5% | -7.1% | +13.6% | +7.8% |
| 3M | -9.6% | -5.5% | -4.2% | -9.1% |
| 6M | +12.3% | -9.7% | +22.0% | +13.3% |
| YTD | +9.5% | +26.3% | -16.8% | +2.0% |
| 1Y | +15.8% | +44.4% | -28.5% | +4.7% |
| 3Y | +157.0% | +70.1% | +86.9% | +115.1% |
| 5Y | +148.8% | +125.8% | +23.0% | +82.6% |
| All | +267.4% | +198.5% | +68.9% | +104.5% |
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