+223.5%
TECK vs SFM
+219.5%
+3.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.7% | +5.1% |
| 7D | +7.8% | -5.8% | +13.6% | +8.6% |
| 30D | +8.3% | -11.4% | +19.6% | +10.0% |
| 3M | +16.1% | -12.2% | +28.3% | +17.8% |
| 6M | +42.9% | -5.2% | +48.0% | +42.4% |
| YTD | +50.8% | -4.5% | +55.2% | +49.7% |
| 1Y | +106.1% | -45.4% | +151.5% | +125.5% |
| 3Y | +84.0% | +91.1% | -7.1% | +56.7% |
| 5Y | +223.5% | +226.8% | -3.3% | +158.6% |
| All | +223.5% | +219.5% | +3.9% | +158.6% |
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