+349.0%
TECK vs TSN
-4.9%
+354.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -3.8% | +3.0% | -6.9% | -4.9% |
| 30D | +0.7% | -4.2% | +4.9% | +2.0% |
| 3M | +4.6% | -3.9% | +8.5% | +5.3% |
| 6M | +25.1% | -9.8% | +35.0% | +28.2% |
| YTD | +39.2% | -7.3% | +46.4% | +40.7% |
| 1Y | +60.3% | -2.2% | +62.5% | +58.0% |
| 3Y | +62.9% | +11.9% | +51.0% | +48.1% |
| 5Y | +181.5% | -16.9% | +198.4% | +185.6% |
| All | +349.0% | -4.9% | +354.0% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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