+223.5%
TECK vs STLA
-62.5%
+286.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +5.3% |
| 7D | +7.8% | +0.7% | +7.0% | +7.3% |
| 30D | +8.3% | -2.4% | +10.6% | +8.9% |
| 3M | +16.1% | -23.9% | +39.9% | +28.2% |
| 6M | +42.9% | -24.6% | +67.5% | +58.2% |
| YTD | +50.8% | -50.5% | +101.3% | +91.9% |
| 1Y | +106.1% | -39.8% | +145.9% | +137.7% |
| 3Y | +84.0% | -65.6% | +149.7% | +153.2% |
| 5Y | +223.5% | -62.1% | +285.6% | +301.2% |
| All | +223.5% | -62.5% | +286.0% | +301.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling