+2,171.4%
TECK vs SPG
+1,766.9%
+404.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -0.3% | -2.4% | +2.0% | +1.0% |
| 30D | +4.6% | -6.8% | +11.5% | +8.7% |
| 3M | +2.8% | +2.7% | +0.2% | +0.5% |
| 6M | +24.9% | +5.5% | +19.4% | +20.5% |
| YTD | +44.7% | +15.7% | +29.0% | +32.1% |
| 1Y | +112.0% | +20.9% | +91.1% | +88.3% |
| 3Y | +67.6% | +112.4% | -44.8% | +8.1% |
| 5Y | +200.3% | +101.4% | +99.0% | +94.1% |
| 10Y | +358.2% | +60.6% | +297.6% | +188.4% |
| All | +2,171.4% | +1,766.9% | +404.5% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling