+133.6%
TECK vs SCHG
+1,121.7%
-988.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -5.8% |
| 7D | -4.2% | -2.7% | -1.5% | -0.9% |
| 30D | -0.4% | -2.2% | +1.9% | +2.4% |
| 3M | +10.1% | +6.2% | +4.0% | +2.2% |
| 6M | +26.0% | +13.4% | +12.6% | +8.7% |
| YTD | +38.0% | +7.1% | +30.9% | +27.7% |
| 1Y | +63.8% | +12.5% | +51.3% | +42.9% |
| 3Y | +68.5% | +86.2% | -17.7% | -23.1% |
| 5Y | +179.2% | +83.9% | +95.2% | +20.3% |
| 10Y | +358.6% | +451.3% | -92.7% | -71.2% |
| All | +133.6% | +1,121.7% | -988.1% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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