+84.0%
TECK vs SPY
+78.7%
+5.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +5.0% |
| 7D | +7.8% | +0.5% | +7.2% | +6.8% |
| 30D | +8.3% | -0.9% | +9.2% | +9.8% |
| 3M | +16.1% | +3.9% | +12.2% | +9.8% |
| 6M | +42.9% | +14.5% | +28.3% | +18.4% |
| YTD | +50.8% | +12.9% | +37.8% | +27.8% |
| 1Y | +106.1% | +19.4% | +86.7% | +62.5% |
| 3Y | +84.0% | +78.5% | +5.6% | -5.2% |
| All | +84.0% | +78.7% | +5.3% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling