+188.6%
TECK vs SPYG
+85.2%
+103.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -3.8% | -0.9% | -3.0% | -3.0% |
| 30D | +0.7% | -1.5% | +2.3% | +2.2% |
| 3M | +4.6% | +3.7% | +0.9% | +1.2% |
| 6M | +25.1% | +16.4% | +8.7% | +10.1% |
| YTD | +39.2% | +13.3% | +25.8% | +25.5% |
| 1Y | +60.3% | +17.9% | +42.5% | +40.1% |
| 3Y | +62.9% | +98.3% | -35.4% | -5.8% |
| All | +188.6% | +85.2% | +103.3% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling