+84.0%
TECK vs SAN
+356.8%
-272.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +7.8% | +3.3% | +4.4% | +5.6% |
| 30D | +8.3% | +1.1% | +7.2% | +7.5% |
| 3M | +16.1% | +22.2% | -6.1% | +2.6% |
| 6M | +42.9% | +36.0% | +6.8% | +19.0% |
| YTD | +50.8% | +28.2% | +22.5% | +27.6% |
| 1Y | +106.1% | +54.1% | +51.9% | +56.2% |
| 3Y | +84.0% | +354.2% | -270.2% | -28.6% |
| All | +84.0% | +356.8% | -272.7% | -28.6% |
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