+555.5%
SYY vs TECK
+2,212.2%
-1,656.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.4% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | -2.7% | +5.2% | -7.9% | -3.4% |
| 3M | +5.9% | +13.8% | -7.9% | +3.9% |
| 6M | -2.3% | +38.5% | -40.8% | -6.7% |
| YTD | +13.1% | +47.3% | -34.2% | +7.0% |
| 1Y | +3.8% | +81.0% | -77.2% | -4.5% |
| 3Y | +26.7% | +79.9% | -53.1% | +14.4% |
| 5Y | +19.4% | +207.9% | -188.4% | -1.2% |
| 10Y | +112.0% | +389.5% | -277.5% | +56.5% |
| All | +555.5% | +2,212.2% | -1,656.6% | +312.3% |
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