-21.2%
TMUS vs TECK
+59.3%
-80.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +3.7% |
| 7D | +7.5% | +2.3% | +5.2% | +7.9% |
| 30D | -3.3% | -5.0% | +1.7% | -3.7% |
| 3M | -9.7% | -0.3% | -9.4% | -9.4% |
| 6M | -17.2% | +13.9% | -31.1% | -14.8% |
| YTD | -20.3% | +35.2% | -55.6% | -19.5% |
| 1Y | -21.2% | +57.5% | -78.8% | -20.1% |
| All | -21.2% | +59.3% | -80.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling