+375.4%
TECK vs Z
-3.5%
+378.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +4.9% | -7.1% | +11.9% | +6.3% |
| 30D | +5.2% | -4.8% | +10.0% | +5.8% |
| 3M | +13.8% | -9.3% | +23.1% | +15.0% |
| 6M | +38.5% | -29.0% | +67.5% | +46.6% |
| YTD | +47.3% | -52.9% | +100.2% | +68.4% |
| 1Y | +81.0% | -63.1% | +144.1% | +116.9% |
| 3Y | +79.9% | -36.9% | +116.7% | +87.4% |
| 5Y | +207.9% | -65.5% | +273.4% | +240.8% |
| All | +375.4% | -3.5% | +378.9% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling