+1,027.3%
TECK vs Z
+25.1%
+1,002.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | +4.6% | -4.2% | +8.8% | +5.2% |
| 3M | +2.8% | -3.7% | +6.5% | +2.8% |
| 6M | +24.9% | -24.5% | +49.4% | +31.1% |
| YTD | +44.7% | -49.3% | +94.0% | +64.4% |
| 1Y | +112.0% | -58.7% | +170.7% | +150.8% |
| 3Y | +67.6% | -34.1% | +101.7% | +73.4% |
| 5Y | +200.3% | -64.5% | +264.9% | +233.8% |
| 10Y | +358.2% | -0.5% | +358.7% | +213.1% |
| All | +1,027.3% | +25.1% | +1,002.2% | +651.6% |
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