+57.5%
TECK vs TCOM
-39.6%
+97.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +4.0% |
| 7D | +2.3% | +10.7% | -8.4% | +1.3% |
| 30D | -5.0% | +10.1% | -15.1% | -5.8% |
| 3M | -0.3% | -8.9% | +8.6% | +0.3% |
| 6M | +13.9% | -19.2% | +33.0% | +16.9% |
| YTD | +35.2% | -40.6% | +75.8% | +35.6% |
| 1Y | +57.5% | -39.0% | +96.6% | +55.0% |
| All | +57.5% | -39.6% | +97.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling