+207.9%
TECK vs SM
+119.2%
+88.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | +5.2% | +20.3% | -15.1% | -0.5% |
| 3M | +13.8% | +22.9% | -9.1% | +5.3% |
| 6M | +38.5% | +47.8% | -9.3% | +16.8% |
| YTD | +47.3% | +107.5% | -60.1% | +8.5% |
| 1Y | +81.0% | +51.7% | +29.3% | +47.8% |
| 3Y | +79.9% | -0.9% | +80.7% | +62.3% |
| 5Y | +207.9% | +112.2% | +95.6% | +100.5% |
| All | +207.9% | +119.2% | +88.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling