+389.5%
TECK vs SFM
+280.6%
+108.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.7% | -1.7% |
| 7D | +4.9% | -7.2% | +12.0% | +6.0% |
| 30D | +5.2% | -14.3% | +19.5% | +7.5% |
| 3M | +13.8% | -13.7% | +27.5% | +15.9% |
| 6M | +38.5% | -6.0% | +44.5% | +38.2% |
| YTD | +47.3% | -8.2% | +55.6% | +47.2% |
| 1Y | +81.0% | -46.2% | +127.2% | +96.9% |
| 3Y | +79.9% | +83.6% | -3.7% | +55.7% |
| 5Y | +207.9% | +212.7% | -4.8% | +138.3% |
| 10Y | +389.5% | +273.0% | +116.5% | +251.9% |
| All | +389.5% | +280.6% | +108.9% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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