+84.0%
TECK vs TXT
+5.7%
+78.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | +8.3% | -11.1% | +19.3% | +16.0% |
| 3M | +16.1% | -13.0% | +29.1% | +25.9% |
| 6M | +42.9% | -16.2% | +59.1% | +58.2% |
| YTD | +50.8% | -8.7% | +59.5% | +57.4% |
| 1Y | +106.1% | -3.8% | +109.9% | +106.9% |
| 3Y | +84.0% | +5.5% | +78.5% | +58.0% |
| All | +84.0% | +5.7% | +78.3% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling