+29.6%
SNOW vs TECK
+408.2%
-378.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.4% | -3.8% | +1.4% | -1.6% |
| 30D | -1.0% | +0.7% | -1.7% | -1.3% |
| 3M | +36.9% | +4.6% | +32.2% | +34.7% |
| 6M | +83.4% | +25.1% | +58.2% | +71.0% |
| YTD | +50.0% | +39.2% | +10.8% | +35.2% |
| 1Y | +46.5% | +60.3% | -13.8% | +26.9% |
| 3Y | +93.3% | +62.9% | +30.4% | +62.1% |
| 5Y | +3.3% | +181.5% | -178.2% | -22.3% |
| All | +29.6% | +408.2% | -378.6% | -2.9% |
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