+60.3%
TECK vs TSN
-1.7%
+62.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.9% |
| 7D | -3.8% | +3.0% | -6.9% | -3.6% |
| 30D | +0.7% | -4.2% | +4.9% | +0.5% |
| 3M | +4.6% | -3.9% | +8.5% | +4.2% |
| 6M | +25.1% | -9.8% | +35.0% | +24.9% |
| YTD | +39.2% | -7.3% | +46.4% | +39.8% |
| 1Y | +60.3% | -2.2% | +62.5% | +62.0% |
| All | +60.3% | -1.7% | +62.0% | +62.0% |
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