-25.0%
TEVA vs TECK
+377.7%
-402.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +2.0% | -3.8% | +5.9% | +3.0% |
| 30D | +1.0% | +0.7% | +0.2% | +0.6% |
| 3M | +7.3% | +4.6% | +2.7% | +5.2% |
| 6M | +21.7% | +25.1% | -3.4% | +12.6% |
| YTD | +18.8% | +39.2% | -20.3% | +6.0% |
| 1Y | +86.5% | +60.3% | +26.1% | +59.1% |
| 3Y | +269.4% | +62.9% | +206.5% | +201.3% |
| 5Y | +303.6% | +181.5% | +122.1% | +163.7% |
| All | -25.0% | +377.7% | -402.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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