-27.1%
SNAP vs TECK
+74.0%
-101.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | -5.0% | +4.9% | -9.9% | -6.4% |
| 30D | -0.7% | +5.2% | -5.9% | -2.2% |
| 3M | -5.0% | +13.8% | -18.8% | -8.8% |
| 6M | +3.5% | +38.5% | -35.0% | -7.5% |
| YTD | -34.2% | +47.3% | -81.5% | -42.2% |
| 1Y | -27.1% | +81.0% | -108.1% | -34.8% |
| All | -27.1% | +74.0% | -101.0% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling