+349.0%
TECK vs ZBRA
+435.2%
-86.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | -3.8% | -3.4% | -0.4% | -2.5% |
| 30D | +0.7% | -7.4% | +8.1% | +3.8% |
| 3M | +4.6% | +57.5% | -52.9% | -15.0% |
| 6M | +25.1% | +64.0% | -38.9% | -0.7% |
| YTD | +39.2% | +44.3% | -5.1% | +15.2% |
| 1Y | +60.3% | +10.9% | +49.5% | +47.1% |
| 3Y | +62.9% | +37.5% | +25.4% | +31.2% |
| 5Y | +181.5% | -39.7% | +221.1% | +208.5% |
| All | +349.0% | +435.2% | -86.2% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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