+64.8%
SLB vs TECK
+150.4%
-85.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.0% | -1.7% |
| 7D | -3.7% | +3.1% | -6.8% | -4.9% |
| 30D | +2.9% | -5.0% | +7.9% | +4.4% |
| 3M | +0.2% | -2.6% | +2.8% | +0.2% |
| 6M | -4.4% | 0.0% | -4.4% | -6.5% |
| YTD | +33.4% | +35.6% | -2.2% | +13.4% |
| 1Y | +40.8% | +58.1% | -17.3% | +11.9% |
| 3Y | +3.2% | +93.3% | -90.1% | -29.5% |
| 5Y | +64.8% | +153.7% | -88.9% | -8.2% |
| All | +64.8% | +150.4% | -85.6% | -8.2% |
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