+345.4%
TECK vs ALLY
+190.4%
+155.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.7% |
| 7D | -4.2% | -3.3% | -1.0% | -2.7% |
| 30D | -0.4% | -4.1% | +3.7% | +1.6% |
| 3M | +10.1% | +1.4% | +8.8% | +9.0% |
| 6M | +26.0% | +14.4% | +11.6% | +16.8% |
| YTD | +38.0% | -4.9% | +43.0% | +40.4% |
| 1Y | +63.8% | +5.5% | +58.2% | +56.6% |
| 3Y | +68.5% | +66.0% | +2.5% | +22.8% |
| 5Y | +179.2% | -2.4% | +181.5% | +154.4% |
| All | +345.4% | +190.4% | +155.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling