+70.1%
TECK vs SAN
+247.1%
-177.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -0.4% | +4.0% | -4.4% | -2.7% |
| 30D | -7.1% | -7.8% | +0.7% | -2.7% |
| 3M | -5.5% | -16.4% | +10.9% | +4.6% |
| 6M | -9.7% | +3.5% | -13.2% | -12.0% |
| YTD | +26.3% | +6.7% | +19.6% | +19.1% |
| 1Y | +44.4% | +14.5% | +29.9% | +30.5% |
| 3Y | +70.1% | +243.5% | -173.4% | -12.8% |
| All | +70.1% | +247.1% | -177.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling