+3,772.8%
SHOP vs TECK
+203.4%
+3,569.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.7% |
| 7D | +2.1% | +2.1% | 0.0% | +1.6% |
| 30D | -16.8% | -8.9% | -7.9% | -14.9% |
| 3M | -2.4% | -7.1% | +4.7% | -0.8% |
| 6M | +47.0% | -7.0% | +54.0% | +48.3% |
| YTD | -8.8% | +28.3% | -37.2% | -15.8% |
| 1Y | -6.3% | +40.6% | -46.8% | -15.4% |
| 3Y | +139.3% | +78.2% | +61.1% | +102.4% |
| 5Y | -12.1% | +129.5% | -141.6% | -30.5% |
| All | +3,772.8% | +203.4% | +3,569.4% | +2,436.3% |
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