+8,534.1%
SHOP vs TECK
+439.3%
+8,094.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.9% |
| 7D | +2.1% | +2.1% | 0.0% | +1.7% |
| 30D | -16.8% | -8.9% | -7.9% | -15.2% |
| 3M | -2.4% | -7.1% | +4.7% | -1.1% |
| 6M | +47.0% | -7.0% | +54.0% | +48.2% |
| YTD | -8.8% | +28.3% | -37.2% | -14.6% |
| 1Y | -6.3% | +40.6% | -46.8% | -13.9% |
| 3Y | +139.3% | +78.2% | +61.1% | +108.5% |
| 5Y | -12.1% | +129.5% | -141.6% | -27.7% |
| 10Y | +3,601.0% | +205.6% | +3,395.4% | +2,544.3% |
| All | +8,534.1% | +439.3% | +8,094.8% | +3,954.4% |
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