+112.8%
SHOP vs TECK
+85.2%
+27.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.2% | -11.7% | -9.1% |
| 7D | -4.1% | +7.8% | -11.8% | -6.9% |
| 30D | -11.5% | +8.3% | -19.8% | -14.3% |
| 3M | +21.1% | +16.1% | +5.0% | +13.2% |
| 6M | +3.0% | +42.9% | -39.9% | -13.4% |
| YTD | -16.7% | +50.8% | -67.4% | -32.5% |
| 1Y | -8.3% | +106.1% | -114.4% | -36.5% |
| 3Y | +112.8% | +84.0% | +28.8% | +43.8% |
| All | +112.8% | +85.2% | +27.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling