+365.4%
STX vs TECK
+108.8%
+256.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +1.4% | +4.6% | -3.2% | -1.9% |
| 3M | -8.2% | +2.8% | -11.1% | -10.7% |
| 6M | +127.0% | +24.9% | +102.1% | +96.8% |
| YTD | +209.1% | +44.7% | +164.4% | +150.4% |
| 1Y | +365.4% | +112.0% | +253.4% | +254.9% |
| All | +365.4% | +108.8% | +256.6% | +254.9% |
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