+10.6%
TMO vs TECK
+180.1%
-169.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | +1.1% | +0.7% | +0.4% | +0.9% |
| 3M | +28.3% | +4.6% | +23.7% | +27.0% |
| 6M | +23.3% | +25.1% | -1.9% | +18.1% |
| YTD | +5.5% | +39.2% | -33.7% | -0.9% |
| 1Y | +24.5% | +60.3% | -35.8% | +14.1% |
| 3Y | +19.6% | +62.9% | -43.3% | +6.7% |
| All | +10.6% | +180.1% | -169.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling