+279.0%
RTX vs TECK
+405.7%
-126.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -2.6% |
| 30D | -11.6% | +5.2% | -16.8% | -12.6% |
| 3M | +9.2% | +13.8% | -4.6% | +5.8% |
| 6M | -4.4% | +38.5% | -42.9% | -11.5% |
| YTD | +8.9% | +47.3% | -38.5% | -1.0% |
| 1Y | +32.1% | +81.0% | -48.9% | +14.4% |
| 3Y | +151.2% | +79.9% | +71.4% | +109.0% |
| 5Y | +162.9% | +207.9% | -45.0% | +81.0% |
| All | +279.0% | +405.7% | -126.8% | +107.2% |
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