+72.9%
TECK vs SFM
+25.7%
+47.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.0% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | -8.9% | -19.2% | +10.3% | -7.6% |
| 3M | -7.1% | -40.3% | +33.2% | -3.0% |
| 6M | -7.0% | -40.9% | +33.9% | -3.1% |
| YTD | +28.3% | -35.5% | +63.9% | +31.9% |
| 1Y | +40.6% | -37.4% | +78.0% | +45.1% |
| All | +72.9% | +25.7% | +47.2% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling