+317.8%
TMUS vs TECK
+372.8%
-55.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | -5.3% | +4.9% | -10.2% | -5.8% |
| 30D | +0.1% | +5.2% | -5.1% | -0.5% |
| 3M | -0.6% | +13.8% | -14.4% | -2.4% |
| 6M | -17.5% | +38.5% | -56.0% | -21.3% |
| YTD | -11.3% | +47.3% | -58.6% | -16.3% |
| 1Y | -25.4% | +81.0% | -106.4% | -31.7% |
| 3Y | +35.5% | +79.9% | -44.3% | +20.6% |
| 5Y | +41.9% | +207.9% | -166.0% | +11.5% |
| 10Y | +317.8% | +389.5% | -71.7% | +162.8% |
| All | +317.8% | +372.8% | -55.0% | +162.8% |
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