+175.5%
SAP vs TECK
+405.7%
-230.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.3% | +4.9% | -5.1% | -1.0% |
| 30D | +0.3% | +5.2% | -4.9% | -0.6% |
| 3M | +16.9% | +13.8% | +3.1% | +13.8% |
| 6M | +6.3% | +38.5% | -32.2% | -0.5% |
| YTD | -12.4% | +47.3% | -59.7% | -19.5% |
| 1Y | -21.6% | +81.0% | -102.6% | -30.8% |
| 3Y | +54.8% | +79.9% | -25.1% | +33.7% |
| 5Y | +56.2% | +207.9% | -151.7% | +18.7% |
| All | +175.5% | +405.7% | -230.2% | +84.4% |
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 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