+199.7%
STM vs TECK
+1,968.8%
-1,769.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.2% |
| 7D | -7.9% | +1.7% | -9.6% | -8.2% |
| 30D | -14.1% | -7.6% | -6.5% | -12.0% |
| 3M | -17.6% | -5.9% | -11.7% | -16.1% |
| 6M | -24.2% | -2.8% | -21.4% | -23.4% |
| YTD | +73.3% | +31.8% | +41.5% | +60.6% |
| 1Y | +90.1% | +49.1% | +41.0% | +70.3% |
| 3Y | +10.3% | +83.0% | -72.7% | -7.2% |
| 5Y | -5.7% | +150.6% | -156.4% | -29.8% |
| 10Y | +444.1% | +219.0% | +225.1% | +243.8% |
| All | +199.7% | +1,968.8% | -1,769.1% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling