+1,234.6%
SPY vs TECK
+1,881.2%
-646.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -2.0% | -7.1% | +5.1% | -0.9% |
| 3M | -2.8% | -5.5% | +2.7% | -2.1% |
| 6M | +2.1% | -9.7% | +11.8% | +3.1% |
| YTD | +11.5% | +26.3% | -14.8% | +5.6% |
| 1Y | +13.5% | +44.4% | -30.9% | +5.0% |
| 3Y | +77.7% | +70.1% | +7.6% | +56.6% |
| 5Y | +72.6% | +125.8% | -53.2% | +40.5% |
| 10Y | +308.2% | +200.6% | +107.6% | +187.0% |
| All | +1,234.6% | +1,881.2% | -646.6% | +595.5% |
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