+375.4%
TECK vs TXT
+104.8%
+270.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +4.9% | +0.8% | +4.1% | +4.4% |
| 30D | +5.2% | -10.4% | +15.6% | +12.4% |
| 3M | +13.8% | -14.3% | +28.1% | +25.0% |
| 6M | +38.5% | -15.1% | +53.6% | +52.9% |
| YTD | +47.3% | -8.3% | +55.7% | +53.9% |
| 1Y | +81.0% | -0.7% | +81.7% | +79.3% |
| 3Y | +79.9% | +6.0% | +73.9% | +67.8% |
| 5Y | +207.9% | +12.5% | +195.3% | +171.2% |
| All | +375.4% | +104.8% | +270.5% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling