+375.4%
TECK vs SPG
+64.2%
+311.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.1% |
| 7D | +4.9% | -1.7% | +6.5% | +5.8% |
| 30D | +5.2% | -6.3% | +11.5% | +8.6% |
| 3M | +13.8% | -2.4% | +16.2% | +14.6% |
| 6M | +38.5% | +9.6% | +28.9% | +31.5% |
| YTD | +47.3% | +14.2% | +33.1% | +36.6% |
| 1Y | +81.0% | +19.3% | +61.7% | +63.8% |
| 3Y | +79.9% | +106.7% | -26.8% | +23.3% |
| 5Y | +207.9% | +104.2% | +103.7% | +107.2% |
| All | +375.4% | +64.2% | +311.2% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling