+3,859.0%
SOXX vs TECK
+2,066.2%
+1,792.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.3% |
| 7D | +3.0% | -4.2% | +7.3% | +4.1% |
| 30D | -3.1% | -0.4% | -2.8% | -3.2% |
| 3M | -4.4% | +10.1% | -14.6% | -6.5% |
| 6M | +52.9% | +26.0% | +26.9% | +45.2% |
| YTD | +72.0% | +38.0% | +34.0% | +59.6% |
| 1Y | +105.1% | +63.8% | +41.3% | +82.8% |
| 3Y | +220.6% | +68.5% | +152.1% | +180.3% |
| 5Y | +244.8% | +179.2% | +65.6% | +161.7% |
| 10Y | +1,537.1% | +358.6% | +1,178.6% | +915.9% |
| All | +3,859.0% | +2,066.2% | +1,792.8% | +1,867.4% |
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