+883.3%
TECK vs Z
+7.8%
+875.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.4% |
| 7D | -0.4% | +0.8% | -1.3% | -0.6% |
| 30D | -7.1% | +5.2% | -12.3% | -8.5% |
| 3M | -5.5% | -17.0% | +11.6% | -2.4% |
| 6M | -9.7% | -22.7% | +13.0% | -6.0% |
| YTD | +26.3% | -56.3% | +82.6% | +47.0% |
| 1Y | +44.4% | -57.7% | +102.0% | +69.1% |
| 3Y | +70.1% | -16.5% | +86.6% | +66.1% |
| 5Y | +125.8% | -53.4% | +179.2% | +137.1% |
| 10Y | +200.6% | -15.9% | +216.5% | +112.7% |
| All | +883.3% | +7.8% | +875.5% | +572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling