+21.7%
STM vs TECK
+76.5%
-54.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -1.0% | +4.6% | -5.6% | -3.7% |
| 3M | -33.3% | +2.8% | -36.1% | -34.6% |
| 6M | +57.4% | +24.9% | +32.5% | +39.1% |
| YTD | +102.2% | +44.7% | +57.4% | +63.7% |
| 1Y | +99.6% | +112.0% | -12.4% | +29.5% |
| All | +21.7% | +76.5% | -54.8% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling