+589.4%
SE vs TECK
+245.5%
+343.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -2.5% | +4.6% | -7.1% | -3.8% |
| 3M | +21.7% | +2.8% | +18.9% | +19.7% |
| 6M | +27.0% | +24.9% | +2.1% | +17.1% |
| YTD | -12.1% | +44.7% | -56.9% | -22.9% |
| 1Y | -40.9% | +112.0% | -152.9% | -54.2% |
| 3Y | +191.0% | +67.6% | +123.4% | +135.4% |
| 5Y | -68.3% | +200.3% | -268.6% | -78.6% |
| All | +589.4% | +245.5% | +343.9% | +315.4% |
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 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