-79.4%
SNAP vs TECK
+250.0%
-329.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.1% | -0.1% |
| 7D | -7.3% | +3.1% | -10.4% | -7.9% |
| 30D | -18.9% | -5.0% | -14.0% | -17.7% |
| 3M | -5.3% | -2.6% | -2.7% | -4.7% |
| 6M | -16.9% | 0.0% | -16.9% | -17.6% |
| YTD | -37.4% | +35.6% | -73.1% | -43.4% |
| 1Y | -38.5% | +58.1% | -96.6% | -46.7% |
| 3Y | -55.1% | +93.3% | -148.4% | -63.4% |
| 5Y | -90.8% | +153.7% | -244.5% | -93.1% |
| All | -79.4% | +250.0% | -329.4% | -88.4% |
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