+2,171.4%
TECK vs SPY
+1,215.7%
+955.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | +4.6% | +0.1% | +4.6% | +4.5% |
| 3M | +2.8% | +2.0% | +0.9% | +0.4% |
| 6M | +24.9% | +13.0% | +11.9% | +5.1% |
| YTD | +44.7% | +13.5% | +31.2% | +21.1% |
| 1Y | +112.0% | +20.0% | +92.0% | +63.7% |
| 3Y | +67.6% | +77.2% | -9.6% | -28.6% |
| 5Y | +200.3% | +81.9% | +118.5% | +19.7% |
| 10Y | +358.2% | +314.1% | +44.2% | -50.1% |
| All | +2,171.4% | +1,215.7% | +955.7% | +2.6% |
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