+349.0%
TECK vs SPYG
+424.6%
-75.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -3.8% | -0.9% | -3.0% | -2.9% |
| 30D | +0.7% | -1.5% | +2.3% | +2.4% |
| 3M | +4.6% | +3.7% | +0.9% | +0.7% |
| 6M | +25.1% | +16.4% | +8.7% | +8.0% |
| YTD | +39.2% | +13.3% | +25.8% | +23.6% |
| 1Y | +60.3% | +17.9% | +42.5% | +37.1% |
| 3Y | +62.9% | +98.3% | -35.4% | -18.3% |
| 5Y | +181.5% | +86.4% | +95.0% | +46.7% |
| All | +349.0% | +424.6% | -75.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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