+325.3%
STX vs TECK
+66.9%
+258.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.3% |
| 7D | -2.3% | -3.8% | +1.6% | +0.2% |
| 30D | -5.5% | +0.7% | -6.2% | -6.5% |
| 3M | -4.3% | +4.6% | -8.9% | -8.0% |
| 6M | +115.6% | +25.1% | +90.5% | +84.2% |
| YTD | +202.2% | +39.2% | +163.0% | +143.0% |
| 1Y | +325.3% | +60.3% | +265.0% | +217.2% |
| All | +325.3% | +66.9% | +258.4% | +217.2% |
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