+2,265.7%
TECK vs TSN
+513.8%
+1,751.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.4% |
| 7D | +7.8% | -5.0% | +12.8% | +10.0% |
| 30D | +8.3% | -9.1% | +17.4% | +12.6% |
| 3M | +16.1% | -7.4% | +23.5% | +19.0% |
| 6M | +42.9% | -13.4% | +56.2% | +49.9% |
| YTD | +50.8% | -8.5% | +59.2% | +53.8% |
| 1Y | +106.1% | -3.2% | +109.3% | +103.7% |
| 3Y | +84.0% | +11.5% | +72.5% | +65.8% |
| 5Y | +223.5% | -19.5% | +243.0% | +230.6% |
| 10Y | +378.1% | -9.1% | +387.2% | +332.9% |
| All | +2,265.7% | +513.8% | +1,751.9% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling