+1,881.2%
TECK vs SPY
+1,191.9%
+689.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.1% |
| 7D | -0.4% | +2.6% | -3.0% | -4.2% |
| 30D | -7.1% | -2.0% | -5.1% | -3.8% |
| 3M | -5.5% | -2.8% | -2.7% | -0.6% |
| 6M | -9.7% | +2.1% | -11.8% | -11.4% |
| YTD | +26.3% | +11.5% | +14.8% | +9.3% |
| 1Y | +44.4% | +13.5% | +30.9% | +21.9% |
| 3Y | +70.1% | +77.7% | -7.6% | -27.4% |
| 5Y | +125.8% | +72.6% | +53.2% | -1.4% |
| 10Y | +200.6% | +308.2% | -107.6% | -66.4% |
| All | +1,881.2% | +1,191.9% | +689.3% | -7.3% |
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