+1,914.1%
TECK vs TECH
+1,244.9%
+669.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -7.1% | +1.0% | -8.0% | -7.4% |
| 6M | -7.0% | +54.1% | -61.1% | -22.7% |
| YTD | +28.3% | +24.4% | +4.0% | +13.0% |
| 1Y | +40.6% | +19.3% | +21.3% | +25.7% |
| 3Y | +78.2% | +28.5% | +49.7% | +46.2% |
| 5Y | +129.5% | -41.0% | +170.5% | +153.8% |
| 10Y | +205.6% | +189.3% | +16.3% | +52.3% |
| All | +1,914.1% | +1,244.9% | +669.2% | +640.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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