+823.3%
SPYM vs TECK
+371.7%
+451.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.2% |
| 7D | +0.6% | +7.8% | -7.2% | -0.6% |
| 30D | -0.9% | +8.3% | -9.2% | -2.3% |
| 3M | +3.9% | +16.1% | -12.2% | +1.0% |
| 6M | +14.5% | +42.9% | -28.3% | +7.3% |
| YTD | +13.0% | +50.8% | -37.8% | +4.5% |
| 1Y | +19.4% | +106.1% | -86.6% | +4.6% |
| 3Y | +78.9% | +84.0% | -5.2% | +56.5% |
| 5Y | +82.3% | +223.5% | -141.1% | +41.4% |
| 10Y | +314.7% | +378.1% | -63.4% | +175.7% |
| All | +823.3% | +371.7% | +451.6% | +399.6% |
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