+393.7%
TECK vs SITM
+4,507.3%
-4,113.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.6% |
| 7D | +7.8% | +8.4% | -0.6% | +5.9% |
| 30D | +8.3% | -17.4% | +25.7% | +12.2% |
| 3M | +16.1% | -9.8% | +25.9% | +16.1% |
| 6M | +42.9% | +83.0% | -40.1% | +20.6% |
| YTD | +50.8% | +69.6% | -18.8% | +27.6% |
| 1Y | +106.1% | +144.9% | -38.8% | +58.2% |
| 3Y | +84.0% | +429.9% | -345.8% | +10.9% |
| 5Y | +223.5% | +169.2% | +54.3% | +97.2% |
| All | +393.7% | +4,507.3% | -4,113.6% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling