+1,914.1%
TECK vs SPY
+1,196.6%
+717.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.3% |
| 7D | +2.1% | +3.3% | -1.2% | -2.7% |
| 30D | -8.9% | -2.7% | -6.2% | -4.5% |
| 3M | -7.1% | -1.7% | -5.3% | -4.0% |
| 6M | -7.0% | +3.1% | -10.1% | -10.0% |
| YTD | +28.3% | +11.9% | +16.5% | +10.5% |
| 1Y | +40.6% | +12.0% | +28.6% | +21.1% |
| 3Y | +78.2% | +78.2% | 0.0% | -24.2% |
| 5Y | +129.5% | +73.2% | +56.3% | -0.3% |
| 10Y | +205.6% | +309.6% | -104.1% | -66.0% |
| All | +1,914.1% | +1,196.6% | +717.5% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling