+4,022.8%
TMO vs TECK
+2,084.0%
+1,938.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| YTD | +5.5% | +39.2% | -33.7% | -0.7% |
| 1Y | +24.5% | +60.3% | -35.8% | +14.5% |
| 3Y | +19.6% | +62.9% | -43.3% | +7.6% |
| 5Y | +8.1% | +181.5% | -173.4% | -12.8% |
| 10Y | +336.7% | +362.3% | -25.6% | +197.2% |
| All | +4,022.8% | +2,084.0% | +1,938.8% | +2,253.6% |
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