-6.7%
SBUX vs TECK
+180.1%
-186.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| YTD | +19.4% | +39.2% | -19.8% | +9.9% |
| 1Y | +22.9% | +60.3% | -37.4% | +9.5% |
| 3Y | +11.3% | +62.9% | -51.6% | -4.2% |
| All | -6.7% | +180.1% | -186.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling