-2.2%
TECK vs STLA
-45.9%
+43.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.3% |
| 7D | -1.2% | -11.6% | +10.4% | +2.3% |
| 30D | -5.7% | -6.2% | +0.4% | -3.8% |
| 3M | -3.6% | -24.6% | +21.0% | +5.6% |
| 6M | -2.2% | -44.9% | +42.7% | +28.4% |
| All | -2.2% | -45.9% | +43.7% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling