+343.3%
SPGI vs TECK
+198.5%
+144.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.2% | -0.4% | +1.7% | +1.3% |
| 30D | +15.9% | -7.1% | +23.0% | +17.1% |
| 3M | +12.3% | -5.5% | +17.8% | +12.9% |
| 6M | +23.7% | -9.7% | +33.4% | +24.5% |
| YTD | -3.5% | +26.3% | -29.8% | -9.6% |
| 1Y | +0.4% | +44.4% | -44.0% | -8.2% |
| 3Y | +29.9% | +70.1% | -40.2% | +11.6% |
| 5Y | +15.2% | +125.8% | -110.6% | -10.1% |
| All | +343.3% | +198.5% | +144.9% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling