+940.1%
TECK vs Z
+6.6%
+933.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -1.2% | -13.1% | +11.8% | +1.8% |
| 30D | -5.7% | +5.9% | -11.6% | -7.2% |
| 3M | -3.6% | -13.7% | +10.1% | -1.5% |
| 6M | -2.2% | -27.1% | +24.9% | +3.1% |
| YTD | +33.6% | -56.8% | +90.4% | +55.9% |
| 1Y | +49.0% | -60.2% | +109.2% | +77.0% |
| 3Y | +85.4% | -19.7% | +105.1% | +82.5% |
| 5Y | +138.5% | -53.7% | +192.2% | +150.8% |
| 10Y | +218.0% | -16.9% | +234.8% | +125.6% |
| All | +940.1% | +6.6% | +933.5% | +612.7% |
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