+112.0%
TECK vs TCOM
-42.5%
+154.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -0.3% | -9.5% | +9.2% | +0.6% |
| 30D | +4.6% | -10.7% | +15.3% | +5.7% |
| 3M | +2.8% | -14.6% | +17.5% | +4.6% |
| 6M | +24.9% | -19.3% | +44.2% | +28.3% |
| YTD | +44.7% | -42.9% | +87.7% | +48.1% |
| 1Y | +112.0% | -43.8% | +155.8% | +116.8% |
| All | +112.0% | -42.5% | +154.5% | +116.8% |
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