+113.8%
SYY vs TECK
+377.7%
-263.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.9% | -3.8% | +7.8% | +4.6% |
| 30D | -1.7% | +0.7% | -2.5% | -2.0% |
| 3M | +5.2% | +4.6% | +0.6% | +3.7% |
| 6M | -0.2% | +25.1% | -25.3% | -5.6% |
| YTD | +15.4% | +39.2% | -23.8% | +6.5% |
| 1Y | +5.6% | +60.3% | -54.7% | -5.7% |
| 3Y | +28.9% | +62.9% | -34.0% | +10.5% |
| 5Y | +24.1% | +181.5% | -157.4% | -11.2% |
| All | +113.8% | +377.7% | -263.8% | +14.2% |
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 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