-15.7%
SHOP vs TECK
+213.6%
-229.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.7% |
| 7D | -10.6% | +4.9% | -15.5% | -12.1% |
| 30D | -18.3% | +5.2% | -23.5% | -19.8% |
| 3M | +14.8% | +13.8% | +1.0% | +9.1% |
| 6M | -5.0% | +38.5% | -43.5% | -16.7% |
| YTD | -21.2% | +47.3% | -68.6% | -32.9% |
| 1Y | -11.6% | +81.0% | -92.6% | -30.1% |
| 3Y | +101.2% | +79.9% | +21.4% | +54.6% |
| 5Y | -15.7% | +207.9% | -223.6% | -44.2% |
| All | -15.7% | +213.6% | -229.3% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling