+1,330.0%
SCHW vs TECK
+2,066.2%
-736.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.1% | +2.1% |
| 7D | -2.8% | -4.2% | +1.5% | -1.9% |
| 30D | -0.1% | -0.4% | +0.3% | -0.2% |
| 3M | +20.6% | +10.1% | +10.4% | +17.1% |
| 6M | +15.9% | +26.0% | -10.0% | +8.3% |
| YTD | +8.5% | +38.0% | -29.5% | -1.4% |
| 1Y | +17.8% | +63.8% | -45.9% | +2.6% |
| 3Y | +88.5% | +68.5% | +20.0% | +58.1% |
| 5Y | +60.6% | +179.2% | -118.6% | +14.9% |
| 10Y | +298.0% | +358.6% | -60.5% | +128.5% |
| All | +1,330.0% | +2,066.2% | -736.2% | +518.6% |
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