+179.2%
TECK vs TCOM
+21.5%
+157.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -6.0% |
| 7D | -4.2% | -6.5% | +2.3% | -2.6% |
| 30D | -0.4% | -16.2% | +15.9% | +4.2% |
| 3M | +10.1% | -19.3% | +29.5% | +15.7% |
| 6M | +26.0% | -27.2% | +53.2% | +36.1% |
| YTD | +38.0% | -46.2% | +84.2% | +59.8% |
| 1Y | +63.8% | -46.6% | +110.4% | +89.8% |
| 3Y | +68.5% | +8.4% | +60.1% | +57.0% |
| 5Y | +179.2% | +25.8% | +153.4% | +147.0% |
| All | +179.2% | +21.5% | +157.7% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling