+90.1%
STM vs TECK
+48.4%
+41.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +2.1% |
| 7D | -7.9% | +1.7% | -9.6% | -8.7% |
| 30D | -14.1% | -7.6% | -6.5% | -9.7% |
| 3M | -17.6% | -5.9% | -11.7% | -14.8% |
| 6M | -24.2% | -2.8% | -21.4% | -23.3% |
| YTD | +73.3% | +31.8% | +41.5% | +49.6% |
| 1Y | +90.1% | +49.1% | +41.0% | +52.4% |
| All | +90.1% | +48.4% | +41.7% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling