+2,084.0%
TECK vs NYT
+98.5%
+1,985.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | -3.8% | -0.6% | -3.3% | -3.6% |
| 30D | +0.7% | +4.6% | -3.8% | -1.1% |
| 3M | +4.6% | -9.6% | +14.2% | +7.6% |
| 6M | +25.1% | -14.0% | +39.1% | +30.9% |
| YTD | +39.2% | -2.8% | +42.0% | +37.7% |
| 1Y | +60.3% | +15.6% | +44.7% | +46.8% |
| 3Y | +62.9% | +56.3% | +6.6% | +27.3% |
| 5Y | +181.5% | +39.5% | +142.0% | +122.1% |
| 10Y | +362.3% | +488.0% | -125.7% | +80.9% |
| All | +2,084.0% | +98.5% | +1,985.4% | +673.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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