+43.0%
TMUS vs TECK
+207.5%
-164.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | 0.0% |
| 7D | -0.3% | +7.8% | -8.0% | -0.4% |
| 30D | +3.1% | +8.3% | -5.1% | +3.0% |
| 3M | +2.4% | +16.1% | -13.7% | +2.1% |
| 6M | -17.1% | +42.9% | -59.9% | -18.1% |
| YTD | -9.1% | +50.8% | -59.8% | -10.7% |
| 1Y | -23.6% | +106.1% | -129.7% | -26.4% |
| 3Y | +38.8% | +84.0% | -45.2% | +32.1% |
| 5Y | +43.0% | +223.5% | -180.5% | +33.6% |
| All | +43.0% | +207.5% | -164.5% | +33.6% |
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 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