+249.6%
STM vs TECK
+2,171.4%
-1,921.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -1.0% | +4.6% | -5.6% | -2.3% |
| 3M | -33.3% | +2.8% | -36.1% | -33.8% |
| 6M | +57.4% | +24.9% | +32.5% | +48.3% |
| YTD | +102.2% | +44.7% | +57.4% | +82.3% |
| 1Y | +99.6% | +112.0% | -12.4% | +61.2% |
| 3Y | +14.5% | +67.6% | -53.1% | -2.1% |
| 5Y | +21.4% | +200.3% | -179.0% | -14.3% |
| 10Y | +695.0% | +358.2% | +336.7% | +355.9% |
| All | +249.6% | +2,171.4% | -1,921.8% | +64.0% |
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