+201.8%
TECK vs STZ
+12.6%
+189.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -8.9% | +14.7% | -23.6% | -13.7% |
| 3M | -7.1% | +8.8% | -15.9% | -10.8% |
| 6M | -7.0% | +3.1% | -10.1% | -9.5% |
| YTD | +28.3% | +7.9% | +20.5% | +21.0% |
| 1Y | +40.6% | +14.2% | +26.4% | +28.9% |
| 3Y | +78.2% | -35.2% | +113.4% | +104.2% |
| 5Y | +129.5% | -29.6% | +159.1% | +148.0% |
| All | +201.8% | +12.6% | +189.3% | +177.2% |
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