-17.3%
SLB vs TECK
+211.9%
-229.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | +0.3% |
| 7D | -4.3% | +1.7% | -6.0% | -5.2% |
| 30D | +1.9% | -7.6% | +9.6% | +4.9% |
| 3M | -5.7% | -5.9% | +0.2% | -4.4% |
| 6M | -5.3% | -2.8% | -2.5% | -6.7% |
| YTD | +32.2% | +31.8% | +0.3% | +11.5% |
| 1Y | +38.5% | +49.1% | -10.6% | +10.0% |
| 3Y | +1.1% | +83.0% | -81.9% | -31.1% |
| 5Y | +70.3% | +150.6% | -80.4% | -6.3% |
| 10Y | -17.3% | +219.0% | -236.3% | -68.4% |
| All | -17.3% | +211.9% | -229.2% | -68.4% |
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 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