-5.9%
SAP vs TECK
+59.3%
-65.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +4.4% |
| 7D | +1.3% | +2.3% | -0.9% | +1.4% |
| 30D | +15.5% | -5.0% | +20.6% | +15.4% |
| 3M | +22.8% | -0.3% | +23.1% | +22.9% |
| 6M | +42.5% | +13.9% | +28.6% | +43.7% |
| YTD | +0.5% | +35.2% | -34.7% | -2.8% |
| 1Y | -5.9% | +57.5% | -63.5% | -13.1% |
| All | -5.9% | +59.3% | -65.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling