+125.0%
SU vs TECK
+65.8%
+59.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +2.2% | -3.8% | +6.1% | +2.9% |
| 30D | +8.4% | +0.7% | +7.7% | +8.1% |
| 3M | +12.1% | +4.6% | +7.5% | +10.5% |
| 6M | +19.7% | +25.1% | -5.4% | +12.1% |
| YTD | +58.4% | +39.2% | +19.2% | +43.2% |
| 1Y | +67.2% | +60.3% | +6.9% | +44.4% |
| 3Y | +125.0% | +62.9% | +62.1% | +79.6% |
| All | +125.0% | +65.8% | +59.3% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling