+69.0%
TECK vs ALK
+16.0%
+53.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.2% | +9.0% | -9.3% | -3.4% |
| 30D | -7.5% | -1.6% | -5.9% | -7.2% |
| 3M | -8.4% | -23.2% | +14.7% | +0.2% |
| 6M | -2.2% | -3.9% | +1.6% | -2.6% |
| YTD | +26.8% | -22.6% | +49.4% | +34.9% |
| 1Y | +46.5% | -5.3% | +51.8% | +44.7% |
| 3Y | +69.0% | +18.6% | +50.4% | +52.0% |
| All | +69.0% | +16.0% | +53.1% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling