+22.5%
STM vs TECK
+207.5%
-185.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -2.3% |
| 7D | +5.2% | +7.8% | -2.6% | +1.8% |
| 30D | -7.4% | +8.3% | -15.6% | -10.7% |
| 3M | -30.6% | +16.1% | -46.7% | -35.2% |
| 6M | +66.4% | +42.9% | +23.5% | +43.5% |
| YTD | +101.1% | +50.8% | +50.4% | +68.5% |
| 1Y | +97.4% | +106.1% | -8.7% | +44.7% |
| 3Y | +21.1% | +84.0% | -62.9% | -8.9% |
| 5Y | +22.5% | +223.5% | -201.0% | -21.2% |
| All | +22.5% | +207.5% | -185.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling