+1,881.2%
TECK vs SPG
+1,998.9%
-117.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -0.4% | +2.0% | -2.4% | -1.5% |
| 30D | -7.1% | +17.2% | -24.4% | -14.9% |
| 3M | -5.5% | +6.3% | -11.8% | -8.6% |
| 6M | -9.7% | +18.7% | -28.4% | -18.5% |
| YTD | +26.3% | +30.1% | -3.8% | +8.0% |
| 1Y | +44.4% | +32.8% | +11.6% | +22.1% |
| 3Y | +70.1% | +133.6% | -63.5% | +4.1% |
| 5Y | +125.8% | +84.4% | +41.4% | +54.1% |
| 10Y | +200.6% | +114.3% | +86.3% | +60.5% |
| All | +1,881.2% | +1,998.9% | -117.7% | +238.1% |
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