+296.4%
SPGI vs TECK
+372.8%
-76.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -3.1% | +4.9% | -8.0% | -3.9% |
| 30D | +2.0% | +5.2% | -3.2% | +1.1% |
| 3M | +4.3% | +13.8% | -9.5% | +1.6% |
| 6M | -0.2% | +38.5% | -38.7% | -6.7% |
| YTD | -14.8% | +47.3% | -62.1% | -21.8% |
| 1Y | -18.5% | +81.0% | -99.5% | -28.3% |
| 3Y | +16.0% | +79.9% | -63.9% | -0.7% |
| 5Y | +2.2% | +207.9% | -205.7% | -24.4% |
| 10Y | +296.4% | +389.5% | -93.0% | +128.0% |
| All | +296.4% | +372.8% | -76.4% | +128.0% |
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 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