+123.9%
SBUX vs TECK
+377.7%
-253.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -5.5% | -3.8% | -1.6% | -4.9% |
| 30D | -8.5% | +0.7% | -9.2% | -8.7% |
| 3M | -2.9% | +4.6% | -7.5% | -4.2% |
| 6M | -1.5% | +25.1% | -26.6% | -6.8% |
| YTD | +19.4% | +39.2% | -19.8% | +10.3% |
| 1Y | +22.9% | +60.3% | -37.4% | +10.1% |
| 3Y | +11.3% | +62.9% | -51.6% | -3.0% |
| 5Y | -6.9% | +181.5% | -188.3% | -29.0% |
| All | +123.9% | +377.7% | -253.8% | +34.7% |
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