+345.4%
TECK vs Z
-6.2%
+351.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.8% |
| 7D | -4.2% | -11.6% | +7.3% | -1.9% |
| 30D | -0.4% | -8.5% | +8.1% | +1.1% |
| 3M | +10.1% | -7.9% | +18.0% | +10.9% |
| 6M | +26.0% | -29.1% | +55.1% | +33.4% |
| YTD | +38.0% | -54.2% | +92.2% | +58.7% |
| 1Y | +63.8% | -63.5% | +127.3% | +96.8% |
| 3Y | +68.5% | -38.6% | +107.1% | +76.6% |
| 5Y | +179.2% | -66.0% | +245.2% | +209.9% |
| All | +345.4% | -6.2% | +351.6% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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