+355.8%
TECK vs SITM
+4,789.7%
-4,433.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.4% |
| 7D | -3.8% | +3.9% | -7.7% | -4.7% |
| 30D | +0.7% | -6.6% | +7.3% | +1.7% |
| 3M | +4.6% | -11.9% | +16.5% | +5.1% |
| 6M | +25.1% | +81.1% | -56.0% | +5.9% |
| YTD | +39.2% | +80.0% | -40.8% | +16.3% |
| 1Y | +60.3% | +145.8% | -85.5% | +23.0% |
| 3Y | +62.9% | +475.9% | -413.0% | -3.6% |
| 5Y | +181.5% | +189.2% | -7.7% | +68.9% |
| All | +355.8% | +4,789.7% | -4,433.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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