+84.0%
TECK vs SM
-2.8%
+86.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +3.6% |
| 7D | +7.8% | -0.2% | +7.9% | +7.8% |
| 30D | +8.3% | +31.5% | -23.2% | +3.5% |
| 3M | +16.1% | +17.3% | -1.3% | +12.4% |
| 6M | +42.9% | +48.5% | -5.7% | +27.9% |
| YTD | +50.8% | +106.3% | -55.5% | +21.2% |
| 1Y | +106.1% | +47.3% | +58.8% | +82.7% |
| 3Y | +84.0% | -1.4% | +85.5% | +69.9% |
| All | +84.0% | -2.8% | +86.8% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling