+40.6%
TECK vs Z
-61.0%
+101.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.7% |
| 7D | +2.1% | -4.9% | +7.1% | +2.6% |
| 30D | -8.9% | +3.0% | -11.9% | -8.7% |
| 3M | -7.1% | -13.4% | +6.3% | -6.0% |
| 6M | -7.0% | -27.3% | +20.3% | -3.9% |
| YTD | +28.3% | -57.8% | +86.1% | +40.0% |
| 1Y | +40.6% | -60.0% | +100.6% | +55.4% |
| All | +40.6% | -61.0% | +101.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling