+311.2%
SPY vs TECK
+373.8%
-62.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.5% |
| 7D | -2.0% | -4.2% | +2.3% | -1.3% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +4.7% | +10.1% | -5.4% | +2.4% |
| 6M | +12.5% | +26.0% | -13.5% | +6.9% |
| YTD | +11.7% | +38.0% | -26.3% | +3.9% |
| 1Y | +17.5% | +63.8% | -46.3% | +5.5% |
| 3Y | +76.6% | +68.5% | +8.1% | +53.8% |
| 5Y | +82.0% | +179.2% | -97.2% | +39.9% |
| All | +311.2% | +373.8% | -62.6% | +164.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling