+220.9%
TECK vs S
-56.8%
+277.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.3% | -7.7% | +7.4% | +0.5% |
| 30D | +4.6% | -5.3% | +10.0% | +4.9% |
| 3M | +2.8% | +20.3% | -17.4% | +0.1% |
| 6M | +24.9% | +47.4% | -22.5% | +17.8% |
| YTD | +44.7% | +32.5% | +12.2% | +38.0% |
| 1Y | +112.0% | +9.5% | +102.5% | +106.5% |
| 3Y | +67.6% | +15.5% | +52.1% | +60.0% |
| 5Y | +200.3% | -71.2% | +271.6% | +210.1% |
| All | +220.9% | -56.8% | +277.7% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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