+465.1%
STM vs TECK
+198.5%
+266.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +12.0% | -0.4% | +12.5% | +12.2% |
| 30D | -0.4% | -7.1% | +6.8% | +2.8% |
| 3M | -13.2% | -5.5% | -7.7% | -11.2% |
| 6M | -26.1% | -9.7% | -16.4% | -23.0% |
| YTD | +81.2% | +26.3% | +54.9% | +65.3% |
| 1Y | +98.3% | +44.4% | +53.9% | +71.9% |
| 3Y | +16.7% | +70.1% | -53.3% | -6.4% |
| 5Y | -4.8% | +125.8% | -130.6% | -35.0% |
| All | +465.1% | +198.5% | +266.6% | +192.7% |
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 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