-78.5%
SNAP vs TECK
+225.8%
-304.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | -13.8% | -7.1% | -6.7% | -11.9% |
| 3M | -0.8% | -5.5% | +4.7% | +0.7% |
| 6M | -6.2% | -9.7% | +3.5% | -4.4% |
| YTD | -34.8% | +26.3% | -61.1% | -39.8% |
| 1Y | -38.7% | +44.4% | -83.1% | -45.5% |
| 3Y | -53.5% | +70.1% | -123.5% | -60.8% |
| 5Y | -90.2% | +125.8% | -216.0% | -92.5% |
| All | -78.5% | +225.8% | -304.3% | -87.7% |
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