+138.5%
TECK vs STLA
-72.6%
+211.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.6% |
| 7D | -1.2% | -11.6% | +10.4% | +3.4% |
| 30D | -5.7% | -6.2% | +0.4% | -3.8% |
| 3M | -3.6% | -24.6% | +21.0% | +5.8% |
| 6M | -2.2% | -44.9% | +42.7% | +20.7% |
| YTD | +33.6% | -62.3% | +95.8% | +85.7% |
| 1Y | +49.0% | -61.8% | +110.8% | +105.3% |
| 3Y | +85.4% | -75.3% | +160.7% | +186.0% |
| 5Y | +138.5% | -72.5% | +211.0% | +224.8% |
| All | +138.5% | -72.6% | +211.1% | +224.8% |
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