-17.1%
TMUS vs TECK
+50.8%
-67.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.0% |
| 7D | +8.2% | -1.2% | +9.4% | +7.9% |
| 30D | +13.4% | -5.7% | +19.1% | +12.4% |
| 3M | -3.0% | -3.6% | +0.6% | -3.2% |
| 6M | -8.8% | -2.2% | -6.6% | -7.6% |
| YTD | -13.8% | +33.6% | -47.4% | -13.3% |
| 1Y | -17.1% | +49.0% | -66.1% | -17.0% |
| All | -17.1% | +50.8% | -67.8% | -17.0% |
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 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