+129.5%
TECK vs SFM
+112.8%
+16.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.1% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | -8.9% | -19.2% | +10.3% | -6.9% |
| 3M | -7.1% | -40.3% | +33.2% | -1.0% |
| 6M | -7.0% | -40.9% | +33.9% | -1.2% |
| YTD | +28.3% | -35.5% | +63.9% | +33.5% |
| 1Y | +40.6% | -37.4% | +78.0% | +47.0% |
| 3Y | +78.2% | +25.5% | +52.7% | +58.4% |
| 5Y | +129.5% | +113.0% | +16.5% | +78.4% |
| All | +129.5% | +112.8% | +16.8% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling