-63.2%
SPCH vs TECK
-5.3%
-57.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.9% | -12.2% |
| 7D | -13.4% | +2.3% | -15.7% | -15.6% |
| 30D | -39.6% | -5.0% | -34.6% | -35.9% |
| 3M | -1.4% | -0.3% | -1.1% | -1.6% |
| All | -63.2% | -5.3% | -57.9% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling