+57.5%
TECK vs SM
+70.4%
-12.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -15.3% | +19.6% | +0.9% |
| 7D | +2.3% | -21.5% | +23.7% | -2.7% |
| 30D | -5.0% | -11.4% | +6.4% | -7.1% |
| 3M | -0.3% | +0.6% | -0.9% | +0.9% |
| 6M | +13.9% | +0.2% | +13.6% | +17.0% |
| YTD | +35.2% | +69.7% | -34.5% | +42.6% |
| 1Y | +57.5% | +71.6% | -14.0% | +65.3% |
| All | +57.5% | +70.4% | -12.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling