+4.1%
SNOW vs TECK
+199.3%
-195.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +8.4% | +4.9% | +3.5% | +7.1% |
| 30D | -1.0% | +5.2% | -6.2% | -2.3% |
| 3M | +38.3% | +13.8% | +24.5% | +32.9% |
| 6M | +81.3% | +38.5% | +42.8% | +63.2% |
| YTD | +51.1% | +47.3% | +3.8% | +32.6% |
| 1Y | +47.0% | +81.0% | -34.0% | +20.9% |
| 3Y | +99.7% | +79.9% | +19.9% | +59.3% |
| All | +4.1% | +199.3% | -195.2% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling