+3,855.6%
TJX vs TECK
+2,084.0%
+1,771.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -3.8% | -0.7% | -4.2% |
| 30D | -17.2% | +0.7% | -17.9% | -17.3% |
| 3M | -24.9% | +4.6% | -29.5% | -25.7% |
| 6M | -19.7% | +25.1% | -44.8% | -22.6% |
| YTD | -17.2% | +39.2% | -56.4% | -21.6% |
| 1Y | -9.4% | +60.3% | -69.8% | -16.1% |
| 3Y | +43.1% | +62.9% | -19.8% | +29.6% |
| 5Y | +96.7% | +181.5% | -84.8% | +61.4% |
| 10Y | +287.7% | +362.3% | -74.6% | +178.5% |
| All | +3,855.6% | +2,084.0% | +1,771.6% | +2,270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling