+179.7%
STM vs TECK
+1,890.1%
-1,710.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.2% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -25.7% | -7.5% | -18.2% | -24.0% |
| 3M | -21.6% | -8.4% | -13.1% | -19.5% |
| 6M | -27.8% | -2.2% | -25.6% | -27.1% |
| YTD | +61.8% | +26.8% | +34.9% | +51.6% |
| 1Y | +78.1% | +46.5% | +31.6% | +60.3% |
| 3Y | +4.9% | +69.0% | -64.1% | -10.0% |
| 5Y | -14.3% | +138.8% | -153.0% | -35.3% |
| 10Y | +414.1% | +224.3% | +189.7% | +224.1% |
| All | +179.7% | +1,890.1% | -1,710.4% | +36.3% |
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 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