+84.0%
TECK vs STZ
-50.3%
+134.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +5.0% |
| 7D | +7.8% | -7.4% | +15.1% | +8.9% |
| 30D | +8.3% | -10.9% | +19.2% | +10.0% |
| 3M | +16.1% | -13.4% | +29.5% | +18.4% |
| 6M | +42.9% | -16.2% | +59.0% | +46.4% |
| YTD | +50.8% | -10.4% | +61.2% | +51.1% |
| 1Y | +106.1% | -14.8% | +120.8% | +108.4% |
| 3Y | +84.0% | -50.1% | +134.2% | +114.8% |
| All | +84.0% | -50.3% | +134.4% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling