+755.0%
SW vs TECK
+88.5%
+666.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.1% | -0.3% | -4.7% | -5.1% |
| 30D | -4.6% | +4.6% | -9.2% | -4.9% |
| 3M | +9.4% | +2.8% | +6.5% | +9.1% |
| 6M | +3.5% | +24.9% | -21.4% | +2.0% |
| YTD | +22.0% | +44.7% | -22.7% | +19.1% |
| 1Y | +2.2% | +112.0% | -109.8% | -2.4% |
| 3Y | +19.6% | +67.6% | -48.0% | +15.2% |
| 5Y | -2.3% | +200.3% | -202.7% | -8.5% |
| 10Y | +181.4% | +358.2% | -176.9% | +155.1% |
| All | +755.0% | +88.5% | +666.5% | +803.9% |
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