+1,574.9%
RTX vs TECK
+2,171.4%
-596.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -9.4% | +4.6% | -14.0% | -10.1% |
| 3M | +12.3% | +2.8% | +9.4% | +11.2% |
| 6M | -3.1% | +24.9% | -28.0% | -7.6% |
| YTD | +10.7% | +44.7% | -34.1% | +2.5% |
| 1Y | +28.4% | +112.0% | -83.6% | +10.7% |
| 3Y | +147.1% | +67.6% | +79.5% | +115.6% |
| 5Y | +167.2% | +200.3% | -33.1% | +102.9% |
| 10Y | +274.7% | +358.2% | -83.5% | +142.4% |
| All | +1,574.9% | +2,171.4% | -596.5% | +779.8% |
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