+265.2%
SU vs TECK
+377.7%
-112.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | +2.2% | -3.8% | +6.1% | +3.5% |
| 30D | +8.4% | +0.7% | +7.7% | +7.7% |
| 3M | +12.1% | +4.6% | +7.5% | +8.7% |
| 6M | +19.7% | +25.1% | -5.4% | +6.3% |
| YTD | +58.4% | +39.2% | +19.2% | +33.7% |
| 1Y | +67.2% | +60.3% | +6.9% | +32.1% |
| 3Y | +125.0% | +62.9% | +62.1% | +67.2% |
| 5Y | +355.1% | +181.5% | +173.6% | +157.2% |
| All | +265.2% | +377.7% | -112.5% | +49.6% |
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