+32.8%
SNOW vs TECK
+428.5%
-395.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | +4.6% | +1.8% | +5.3% |
| 3M | +38.1% | +2.8% | +35.2% | +36.4% |
| 6M | +100.4% | +24.9% | +75.5% | +86.9% |
| YTD | +53.7% | +44.7% | +9.0% | +37.3% |
| 1Y | +52.0% | +112.0% | -60.0% | +22.3% |
| 3Y | +114.7% | +67.6% | +47.1% | +78.8% |
| 5Y | +8.8% | +200.3% | -191.6% | -19.3% |
| All | +32.8% | +428.5% | -395.8% | -1.3% |
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