+2,554.1%
SBUX vs TECK
+2,265.7%
+288.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.5% | -3.0% |
| 7D | -3.9% | +7.8% | -11.7% | -5.1% |
| 30D | -2.8% | +8.3% | -11.1% | -4.2% |
| 3M | +8.2% | +16.1% | -7.9% | +5.1% |
| 6M | +4.3% | +42.9% | -38.6% | -2.7% |
| YTD | +23.3% | +50.8% | -27.4% | +13.7% |
| 1Y | +24.3% | +106.1% | -81.8% | +8.2% |
| 3Y | +15.5% | +84.0% | -68.6% | +0.6% |
| 5Y | -2.7% | +223.5% | -226.2% | -24.9% |
| 10Y | +128.8% | +378.1% | -249.3% | +49.9% |
| All | +2,554.1% | +2,265.7% | +288.3% | +1,185.5% |
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