+84.0%
TECK vs SPG
+112.2%
-28.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.5% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | +8.3% | -4.9% | +13.2% | +11.2% |
| 3M | +16.1% | +3.3% | +12.8% | +12.7% |
| 6M | +42.9% | +11.2% | +31.6% | +32.6% |
| YTD | +50.8% | +17.1% | +33.7% | +35.2% |
| 1Y | +106.1% | +21.6% | +84.5% | +79.8% |
| 3Y | +84.0% | +111.9% | -27.8% | +17.5% |
| All | +84.0% | +112.2% | -28.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling