+345.4%
TECK vs PODD
+229.6%
+115.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.0% | -5.9% |
| 7D | -4.2% | -10.6% | +6.3% | -2.2% |
| 30D | -0.4% | -6.9% | +6.6% | +0.9% |
| 3M | +10.1% | -10.6% | +20.8% | +11.0% |
| 6M | +26.0% | -43.5% | +69.5% | +39.1% |
| YTD | +38.0% | -52.6% | +90.7% | +58.2% |
| 1Y | +63.8% | -60.1% | +123.9% | +94.3% |
| 3Y | +68.5% | -21.7% | +90.2% | +69.2% |
| 5Y | +179.2% | -54.6% | +233.7% | +206.0% |
| All | +345.4% | +229.6% | +115.8% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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