+31.6%
SPGI vs TECK
+91.1%
-59.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | +0.2% |
| 7D | -0.9% | +3.1% | -3.9% | -1.1% |
| 30D | +15.5% | -5.0% | +20.5% | +15.8% |
| 3M | +15.7% | -2.6% | +18.2% | +15.7% |
| 6M | +19.1% | 0.0% | +19.1% | +18.7% |
| YTD | -4.1% | +35.6% | -39.7% | -8.4% |
| 1Y | +1.2% | +58.1% | -56.9% | -5.6% |
| 3Y | +31.6% | +93.3% | -61.7% | +14.9% |
| All | +31.6% | +91.1% | -59.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling