+2,066.2%
TECK vs SPYG
+1,520.6%
+545.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.2% |
| 7D | -4.2% | -1.8% | -2.4% | -1.8% |
| 30D | -0.4% | -1.9% | +1.6% | +2.3% |
| 3M | +10.1% | +5.2% | +5.0% | +2.9% |
| 6M | +26.0% | +15.6% | +10.4% | +4.6% |
| YTD | +38.0% | +12.4% | +25.6% | +19.0% |
| 1Y | +63.8% | +17.5% | +46.3% | +33.2% |
| 3Y | +68.5% | +98.1% | -29.6% | -34.7% |
| 5Y | +179.2% | +84.9% | +94.3% | +11.3% |
| 10Y | +358.6% | +417.7% | -59.1% | -64.4% |
| All | +2,066.2% | +1,520.6% | +545.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling