+1,322.3%
SU vs TECK
+2,212.2%
-889.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.5% |
| 7D | +1.6% | +4.9% | -3.3% | -0.3% |
| 30D | +10.7% | +5.2% | +5.5% | +8.3% |
| 3M | +13.5% | +13.8% | -0.3% | +6.4% |
| 6M | +21.8% | +38.5% | -16.7% | +3.8% |
| YTD | +58.8% | +47.3% | +11.5% | +30.9% |
| 1Y | +72.0% | +81.0% | -9.0% | +29.5% |
| 3Y | +121.7% | +79.9% | +41.9% | +59.0% |
| 5Y | +350.4% | +207.9% | +142.5% | +150.5% |
| 10Y | +264.7% | +389.5% | -124.8% | +44.1% |
| All | +1,322.3% | +2,212.2% | -889.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling