+81.7%
SPY vs TECK
+213.6%
-132.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -0.4% | +4.9% | -5.2% | -1.3% |
| 30D | -1.4% | +5.2% | -6.6% | -2.4% |
| 3M | +3.7% | +13.8% | -10.1% | +0.8% |
| 6M | +13.0% | +38.5% | -25.5% | +5.4% |
| YTD | +12.4% | +47.3% | -34.9% | +3.2% |
| 1Y | +18.5% | +81.0% | -62.5% | +4.3% |
| 3Y | +77.6% | +79.9% | -2.2% | +52.2% |
| 5Y | +81.7% | +207.9% | -126.2% | +42.7% |
| All | +81.7% | +213.6% | -132.0% | +42.7% |
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