+12.4%
SPGI vs TECK
+150.4%
-138.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.1% |
| 7D | -0.9% | +3.1% | -3.9% | -1.2% |
| 30D | +15.5% | -5.0% | +20.5% | +16.0% |
| 3M | +15.7% | -2.6% | +18.2% | +15.7% |
| 6M | +19.1% | 0.0% | +19.1% | +18.3% |
| YTD | -4.1% | +35.6% | -39.7% | -9.4% |
| 1Y | +1.2% | +58.1% | -56.9% | -6.7% |
| 3Y | +31.6% | +93.3% | -61.7% | +14.1% |
| 5Y | +12.4% | +153.7% | -141.3% | -7.8% |
| All | +12.4% | +150.4% | -138.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling