+4.9%
STM vs TECK
+66.4%
-61.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | -10.7% | -0.2% | -10.5% | -10.5% |
| 30D | -25.7% | -7.5% | -18.2% | -22.2% |
| 3M | -21.6% | -8.4% | -13.1% | -17.7% |
| 6M | -27.8% | -2.2% | -25.6% | -26.9% |
| YTD | +61.8% | +26.8% | +34.9% | +40.4% |
| 1Y | +78.1% | +46.5% | +31.6% | +42.4% |
| 3Y | +4.9% | +69.0% | -64.1% | -22.6% |
| All | +4.9% | +66.4% | -61.5% | -22.6% |
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 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