+123.8%
STX vs TECK
+59.3%
+64.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.3% | -12.4% | -10.8% |
| 7D | -20.2% | +2.3% | -22.4% | -21.6% |
| 30D | -37.2% | -5.0% | -32.2% | -35.3% |
| 3M | -34.1% | -0.3% | -33.8% | -35.0% |
| 6M | -24.5% | +13.9% | -38.3% | -31.9% |
| YTD | +102.9% | +35.2% | +67.7% | +61.6% |
| 1Y | +123.8% | +57.5% | +66.3% | +55.8% |
| All | +123.8% | +59.3% | +64.5% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling