+77.7%
SPY vs TECK
+74.1%
+3.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -2.0% | -7.1% | +5.1% | -0.6% |
| 3M | -2.8% | -5.5% | +2.7% | -2.0% |
| 6M | +2.1% | -9.7% | +11.8% | +3.3% |
| YTD | +11.5% | +26.3% | -14.8% | +4.0% |
| 1Y | +13.5% | +44.4% | -30.9% | +2.6% |
| 3Y | +77.7% | +70.1% | +7.6% | +51.1% |
| All | +77.7% | +74.1% | +3.6% | +51.1% |
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