+2,741.2%
SPGI vs TECK
+1,995.8%
+745.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.4% | -1.2% | -0.1% | -1.2% |
| 30D | +15.3% | -5.7% | +21.0% | +16.3% |
| 3M | +16.5% | -3.6% | +20.1% | +16.8% |
| 6M | +19.8% | -2.2% | +22.0% | +18.9% |
| YTD | -3.2% | +33.6% | -36.8% | -10.5% |
| 1Y | +1.8% | +49.0% | -47.2% | -7.9% |
| 3Y | +30.6% | +85.4% | -54.8% | +10.2% |
| 5Y | +16.0% | +138.5% | -122.5% | -10.3% |
| 10Y | +338.6% | +218.0% | +120.6% | +185.1% |
| All | +2,741.2% | +1,995.8% | +745.5% | +1,164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling