+129.5%
TECK vs STZ
-29.2%
+158.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -7.1% | +8.8% | -15.9% | -8.8% |
| 6M | -7.0% | +3.1% | -10.1% | -7.9% |
| YTD | +28.3% | +7.9% | +20.5% | +24.4% |
| 1Y | +40.6% | +14.2% | +26.4% | +33.6% |
| 3Y | +78.2% | -35.2% | +113.4% | +97.8% |
| 5Y | +129.5% | -29.6% | +159.1% | +147.5% |
| All | +129.5% | -29.2% | +158.7% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling