+60.3%
TECK vs SPXS
-36.2%
+96.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -2.1% |
| 30D | +0.7% | +4.2% | -3.5% | +4.0% |
| 3M | +4.6% | -9.3% | +13.9% | -0.9% |
| 6M | +25.1% | -30.7% | +55.8% | +3.0% |
| YTD | +39.2% | -28.1% | +67.2% | +18.3% |
| 1Y | +60.3% | -35.1% | +95.4% | +30.6% |
| All | +60.3% | -36.2% | +96.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling