+345.4%
TECK vs TXT
+103.1%
+242.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -5.8% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -0.4% | -10.2% | +9.9% | +6.3% |
| 3M | +10.1% | -13.3% | +23.4% | +20.1% |
| 6M | +26.0% | -14.4% | +40.3% | +38.4% |
| YTD | +38.0% | -9.1% | +47.1% | +45.1% |
| 1Y | +63.8% | -2.2% | +65.9% | +63.8% |
| 3Y | +68.5% | +5.1% | +63.4% | +58.1% |
| 5Y | +179.2% | +12.8% | +166.4% | +145.7% |
| All | +345.4% | +103.1% | +242.3% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling