+22.7%
SYY vs TECK
+180.4%
-157.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +1.5% |
| 7D | +1.5% | -4.2% | +5.8% | +1.9% |
| 30D | -2.3% | -0.4% | -2.0% | -2.4% |
| 3M | +5.5% | +10.1% | -4.7% | +4.1% |
| 6M | -1.0% | +26.0% | -27.0% | -4.1% |
| YTD | +14.1% | +38.0% | -23.9% | +9.3% |
| 1Y | +5.6% | +63.8% | -58.2% | -1.1% |
| 3Y | +27.9% | +68.5% | -40.6% | +16.6% |
| 5Y | +22.7% | +179.2% | -156.5% | +0.7% |
| All | +22.7% | +180.4% | -157.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling