+283.6%
TJX vs TECK
+377.7%
-94.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -3.8% | -0.7% | -4.1% |
| 30D | -17.2% | +0.7% | -17.9% | -17.4% |
| 3M | -24.9% | +4.6% | -29.5% | -25.8% |
| 6M | -19.7% | +25.1% | -44.8% | -23.2% |
| YTD | -17.2% | +39.2% | -56.4% | -22.6% |
| 1Y | -9.4% | +60.3% | -69.8% | -17.6% |
| 3Y | +43.1% | +62.9% | -19.8% | +26.1% |
| 5Y | +96.7% | +181.5% | -84.8% | +50.0% |
| All | +283.6% | +377.7% | -94.0% | +142.1% |
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