+2,171.4%
TECK vs TXT
+388.2%
+1,783.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.3% | -4.8% | +4.4% | +2.5% |
| 30D | +4.6% | -10.6% | +15.2% | +11.3% |
| 3M | +2.8% | -13.2% | +16.0% | +11.2% |
| 6M | +24.9% | -20.3% | +45.2% | +41.9% |
| YTD | +44.7% | -9.3% | +54.0% | +51.7% |
| 1Y | +112.0% | -2.7% | +114.7% | +112.6% |
| 3Y | +67.6% | +1.4% | +66.2% | +62.7% |
| 5Y | +200.3% | +9.6% | +190.8% | +175.0% |
| 10Y | +358.2% | +94.9% | +263.3% | +186.2% |
| All | +2,171.4% | +388.2% | +1,783.2% | +957.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling