+83.4%
SNOW vs TECK
+74.1%
+9.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.1% |
| 7D | +5.5% | -0.4% | +5.9% | +5.6% |
| 30D | -13.2% | -7.1% | -6.0% | -11.3% |
| 3M | -13.7% | -5.5% | -8.3% | -12.4% |
| 6M | +91.0% | -9.7% | +100.7% | +95.2% |
| YTD | +32.7% | +26.3% | +6.4% | +20.0% |
| 1Y | +13.3% | +44.4% | -31.1% | -2.4% |
| 3Y | +83.4% | +70.1% | +13.3% | +47.4% |
| All | +83.4% | +74.1% | +9.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling