+389.5%
TECK vs STLA
+46.8%
+342.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.4% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +5.2% | -5.2% | +10.4% | +7.4% |
| 3M | +13.8% | -24.9% | +38.6% | +29.1% |
| 6M | +38.5% | -25.2% | +63.7% | +57.2% |
| YTD | +47.3% | -51.4% | +98.8% | +99.4% |
| 1Y | +81.0% | -40.7% | +121.7% | +117.4% |
| 3Y | +79.9% | -66.3% | +146.1% | +170.0% |
| 5Y | +207.9% | -63.2% | +271.1% | +321.4% |
| 10Y | +389.5% | +48.7% | +340.8% | +307.1% |
| All | +389.5% | +46.8% | +342.7% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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