+152.8%
RTX vs TECK
+85.2%
+67.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -1.3% |
| 7D | -3.1% | +7.8% | -10.9% | -3.7% |
| 30D | -10.6% | +8.3% | -18.8% | -11.1% |
| 3M | +11.6% | +16.1% | -4.4% | +10.1% |
| 6M | -4.5% | +42.9% | -47.4% | -7.3% |
| YTD | +9.6% | +50.8% | -41.2% | +5.8% |
| 1Y | +30.8% | +106.1% | -75.2% | +23.4% |
| 3Y | +152.8% | +84.0% | +68.8% | +138.4% |
| All | +152.8% | +85.2% | +67.6% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling