+1,259.2%
SPY vs TECK
+2,171.4%
-912.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +0.1% | +4.6% | -4.6% | -0.8% |
| 3M | +2.0% | +2.8% | -0.9% | +1.1% |
| 6M | +13.0% | +24.9% | -11.9% | +7.9% |
| YTD | +13.5% | +44.7% | -31.2% | +5.4% |
| 1Y | +20.0% | +112.0% | -92.0% | +3.9% |
| 3Y | +77.2% | +67.6% | +9.6% | +56.5% |
| 5Y | +81.9% | +200.3% | -118.5% | +40.9% |
| 10Y | +314.1% | +358.2% | -44.2% | +171.0% |
| All | +1,259.2% | +2,171.4% | -912.2% | +593.8% |
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 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