+219.0%
TECK vs ALK
-39.7%
+258.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.7% | +12.9% | -11.3% | -3.5% |
| 30D | -7.6% | +5.5% | -13.2% | -10.0% |
| 3M | -5.9% | -12.1% | +6.2% | -1.2% |
| 6M | -2.8% | +1.7% | -4.6% | -5.7% |
| YTD | +31.8% | -17.4% | +49.2% | +38.5% |
| 1Y | +49.1% | -1.9% | +51.0% | +44.6% |
| 3Y | +83.0% | +21.2% | +61.8% | +49.4% |
| 5Y | +150.6% | -27.8% | +178.4% | +150.3% |
| 10Y | +219.0% | -41.0% | +260.0% | +195.2% |
| All | +219.0% | -39.7% | +258.7% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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