+345.4%
TECK vs SPG
+64.3%
+281.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.4% | -6.3% |
| 7D | -4.2% | -2.2% | -2.0% | -3.2% |
| 30D | -0.4% | -5.8% | +5.4% | +2.6% |
| 3M | +10.1% | -2.8% | +12.9% | +11.1% |
| 6M | +26.0% | +8.9% | +17.1% | +20.0% |
| YTD | +38.0% | +14.3% | +23.8% | +27.9% |
| 1Y | +63.8% | +19.5% | +44.3% | +48.1% |
| 3Y | +68.5% | +106.9% | -38.3% | +15.5% |
| 5Y | +179.2% | +108.7% | +70.5% | +86.0% |
| All | +345.4% | +64.3% | +281.0% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling