+349.0%
TECK vs TKO
+989.7%
-640.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.8% | +2.3% | -6.2% | -4.5% |
| 30D | +0.7% | -2.5% | +3.2% | +1.4% |
| 3M | +4.6% | -10.6% | +15.2% | +7.5% |
| 6M | +25.1% | -5.1% | +30.2% | +26.1% |
| YTD | +39.2% | -8.2% | +47.4% | +41.3% |
| 1Y | +60.3% | -4.4% | +64.8% | +60.2% |
| 3Y | +62.9% | +100.4% | -37.5% | +26.7% |
| 5Y | +181.5% | +294.3% | -112.8% | +71.6% |
| All | +349.0% | +989.7% | -640.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling