+3,574.7%
STX vs TECK
+405.7%
+3,168.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.4% |
| 7D | +9.6% | +4.9% | +4.7% | +8.1% |
| 30D | +10.6% | +5.2% | +5.4% | +8.8% |
| 3M | +4.8% | +13.8% | -9.0% | +1.1% |
| 6M | +137.3% | +38.5% | +98.8% | +116.6% |
| YTD | +222.5% | +47.3% | +175.1% | +190.4% |
| 1Y | +366.2% | +81.0% | +285.2% | +298.2% |
| 3Y | +1,352.9% | +79.9% | +1,273.0% | +1,109.1% |
| 5Y | +1,077.4% | +207.9% | +869.6% | +734.5% |
| All | +3,574.7% | +405.7% | +3,168.9% | +2,104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling