+375.4%
TECK vs ALLY
+188.1%
+187.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +4.9% | -1.9% | +6.8% | +5.9% |
| 30D | +5.2% | -4.5% | +9.7% | +7.5% |
| 3M | +13.8% | -2.8% | +16.6% | +15.1% |
| 6M | +38.5% | +10.3% | +28.2% | +30.7% |
| YTD | +47.3% | -5.7% | +53.0% | +50.6% |
| 1Y | +81.0% | +3.9% | +77.1% | +74.5% |
| 3Y | +79.9% | +64.7% | +15.2% | +31.7% |
| 5Y | +207.9% | -2.6% | +210.5% | +180.9% |
| All | +375.4% | +188.1% | +187.3% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling