+3.2%
SLB vs TECK
+91.1%
-87.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.0% | -1.1% |
| 7D | -3.7% | +3.1% | -6.8% | -4.7% |
| 30D | +2.9% | -5.0% | +7.9% | +4.2% |
| 3M | +0.2% | -2.6% | +2.8% | +0.3% |
| 6M | -4.4% | 0.0% | -4.4% | -5.9% |
| YTD | +33.4% | +35.6% | -2.2% | +16.6% |
| 1Y | +40.8% | +58.1% | -17.3% | +16.2% |
| 3Y | +3.2% | +93.3% | -90.1% | -26.1% |
| All | +3.2% | +91.1% | -87.9% | -26.1% |
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