+2,171.4%
TECK vs COO
+1,240.4%
+931.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.1% |
| 7D | -0.3% | -2.2% | +1.9% | +0.7% |
| 30D | +4.6% | -7.0% | +11.6% | +8.0% |
| 3M | +2.8% | +12.2% | -9.4% | -3.7% |
| 6M | +24.9% | -15.1% | +40.0% | +32.9% |
| YTD | +44.7% | -15.1% | +59.8% | +53.8% |
| 1Y | +112.0% | +2.3% | +109.6% | +105.5% |
| 3Y | +67.6% | -23.7% | +91.3% | +80.1% |
| 5Y | +200.3% | -38.9% | +239.3% | +250.8% |
| 10Y | +358.2% | +49.9% | +308.3% | +247.6% |
| All | +2,171.4% | +1,240.4% | +931.0% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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