+345.4%
TECK vs STZ
-10.3%
+355.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -7.0% |
| 7D | -4.2% | -4.1% | -0.2% | -2.9% |
| 30D | -0.4% | -7.6% | +7.2% | +2.2% |
| 3M | +10.1% | -12.3% | +22.4% | +14.8% |
| 6M | +26.0% | -16.3% | +42.3% | +32.9% |
| YTD | +38.0% | -8.4% | +46.4% | +39.1% |
| 1Y | +63.8% | -10.8% | +74.6% | +66.2% |
| 3Y | +68.5% | -49.0% | +117.5% | +113.5% |
| 5Y | +179.2% | -36.5% | +215.7% | +212.8% |
| All | +345.4% | -10.3% | +355.7% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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