+1,914.1%
TECK vs STZ
+1,148.6%
+765.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -7.1% | +8.8% | -15.9% | -11.6% |
| 6M | -7.0% | +3.1% | -10.1% | -10.2% |
| YTD | +28.3% | +7.9% | +20.5% | +19.8% |
| 1Y | +40.6% | +14.2% | +26.4% | +27.4% |
| 3Y | +78.2% | -35.2% | +113.4% | +104.0% |
| 5Y | +129.5% | -29.6% | +159.1% | +148.2% |
| 10Y | +205.6% | +12.2% | +193.4% | +151.7% |
| All | +1,914.1% | +1,148.6% | +765.5% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling