+280.1%
SLB vs TECK
+1,995.8%
-1,715.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.9% |
| 30D | +4.5% | -5.7% | +10.2% | +6.2% |
| 3M | -4.6% | -3.6% | -1.0% | -4.2% |
| 6M | -6.3% | -2.2% | -4.0% | -7.4% |
| YTD | +35.0% | +33.6% | +1.4% | +18.2% |
| 1Y | +38.8% | +49.0% | -10.2% | +16.7% |
| 3Y | +3.3% | +85.4% | -82.1% | -22.3% |
| 5Y | +73.6% | +138.5% | -64.9% | +16.0% |
| 10Y | -14.2% | +218.0% | -232.2% | -53.1% |
| All | +280.1% | +1,995.8% | -1,715.7% | +22.3% |
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