+196.9%
TECK vs TSN
+14.5%
+182.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | -7.1% | +8.5% | -15.6% | -9.9% |
| 3M | -5.5% | +5.3% | -10.8% | -7.6% |
| 6M | -9.7% | -10.5% | +0.8% | -6.7% |
| YTD | +26.3% | +3.0% | +23.3% | +22.7% |
| 1Y | +44.4% | +12.1% | +32.2% | +35.4% |
| 3Y | +70.1% | +43.1% | +27.0% | +39.5% |
| 5Y | +125.8% | -15.1% | +140.9% | +129.6% |
| All | +196.9% | +14.5% | +182.4% | +147.5% |
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