+207.4%
TECK vs STLA
+252.7%
-45.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +5.3% |
| 7D | +7.8% | +0.7% | +7.0% | +7.4% |
| 30D | +8.3% | -2.4% | +10.6% | +8.8% |
| 3M | +16.1% | -23.9% | +39.9% | +27.2% |
| 6M | +42.9% | -24.6% | +67.5% | +57.1% |
| YTD | +50.8% | -50.5% | +101.3% | +88.8% |
| 1Y | +106.1% | -39.8% | +145.9% | +137.3% |
| 3Y | +84.0% | -65.6% | +149.7% | +150.5% |
| 5Y | +223.5% | -62.1% | +285.6% | +314.6% |
| 10Y | +378.1% | +47.8% | +330.3% | +314.4% |
| All | +207.4% | +252.7% | -45.3% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling