+664.5%
STM vs TECK
+372.8%
+291.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | +1.7% | +4.9% | -3.2% | -0.3% |
| 30D | -5.2% | +5.2% | -10.3% | -7.2% |
| 3M | -29.6% | +13.8% | -43.4% | -33.2% |
| 6M | +54.4% | +38.5% | +15.9% | +36.6% |
| YTD | +99.5% | +47.3% | +52.2% | +71.5% |
| 1Y | +100.8% | +81.0% | +19.8% | +59.2% |
| 3Y | +20.2% | +79.9% | -59.7% | -6.4% |
| 5Y | +21.1% | +207.9% | -186.7% | -26.1% |
| 10Y | +664.5% | +389.5% | +275.0% | +271.3% |
| All | +664.5% | +372.8% | +291.7% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling