+375.4%
TECK vs SPY
+321.4%
+54.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | +4.9% | -0.4% | +5.2% | +5.4% |
| 30D | +5.2% | -1.4% | +6.6% | +7.1% |
| 3M | +13.8% | +3.7% | +10.1% | +8.7% |
| 6M | +38.5% | +13.0% | +25.5% | +19.2% |
| YTD | +47.3% | +12.4% | +34.9% | +28.0% |
| 1Y | +81.0% | +18.5% | +62.5% | +47.2% |
| 3Y | +79.9% | +77.6% | +2.2% | -12.7% |
| 5Y | +207.9% | +81.7% | +126.2% | +43.8% |
| All | +375.4% | +321.4% | +54.0% | -25.1% |
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