+2,993.7%
SHOP vs TECK
+377.7%
+2,616.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -11.2% | -3.8% | -7.4% | -10.5% |
| 30D | -14.4% | +0.7% | -15.1% | -14.7% |
| 3M | +16.6% | +4.6% | +12.0% | +14.6% |
| 6M | -0.6% | +25.1% | -25.7% | -7.0% |
| YTD | -20.0% | +39.2% | -59.2% | -27.4% |
| 1Y | -11.2% | +60.3% | -71.5% | -22.1% |
| 3Y | +99.5% | +62.9% | +36.6% | +71.7% |
| 5Y | -13.2% | +181.5% | -194.7% | -33.7% |
| All | +2,993.7% | +377.7% | +2,616.0% | +1,901.3% |
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