+328.9%
SLB vs TECK
+2,171.4%
-1,842.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +15.8% | +4.6% | +11.2% | +13.9% |
| 3M | -0.3% | +2.8% | -3.2% | -2.3% |
| 6M | +21.3% | +24.9% | -3.6% | +10.1% |
| YTD | +52.3% | +44.7% | +7.6% | +30.7% |
| 1Y | +63.6% | +112.0% | -48.4% | +21.7% |
| 3Y | +3.8% | +67.6% | -63.8% | -19.0% |
| 5Y | +128.6% | +200.3% | -71.7% | +41.8% |
| 10Y | -3.1% | +358.2% | -361.3% | -52.8% |
| All | +328.9% | +2,171.4% | -1,842.5% | +35.2% |
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 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