+44.4%
TECK vs TSN
+12.4%
+32.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -7.1% | +8.5% | -15.6% | -7.1% |
| 3M | -5.5% | +5.3% | -10.8% | -5.7% |
| 6M | -9.7% | -10.5% | +0.8% | -8.0% |
| YTD | +26.3% | +3.0% | +23.3% | +26.1% |
| 1Y | +44.4% | +12.1% | +32.2% | +39.7% |
| All | +44.4% | +12.4% | +32.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling