+196.9%
TECK vs SPY
+307.0%
-110.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.1% |
| 7D | -0.4% | +2.6% | -3.0% | -3.7% |
| 30D | -7.1% | -2.0% | -5.1% | -4.1% |
| 3M | -5.5% | -2.8% | -2.7% | -1.2% |
| 6M | -9.7% | +2.1% | -11.8% | -11.1% |
| YTD | +26.3% | +11.5% | +14.8% | +11.6% |
| 1Y | +44.4% | +13.5% | +30.9% | +24.9% |
| 3Y | +70.1% | +77.7% | -7.6% | -17.1% |
| 5Y | +125.8% | +72.6% | +53.2% | +14.1% |
| All | +196.9% | +307.0% | -110.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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