+48.0%
TMUS vs TECK
+150.4%
-102.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +4.0% |
| 7D | +5.3% | +3.1% | +2.3% | +5.3% |
| 30D | +13.5% | -5.0% | +18.5% | +13.6% |
| 3M | -4.2% | -2.6% | -1.7% | -4.3% |
| 6M | -11.9% | 0.0% | -11.9% | -11.9% |
| YTD | -15.6% | +35.6% | -51.2% | -17.1% |
| 1Y | -16.8% | +58.1% | -74.9% | -19.0% |
| 3Y | +20.8% | +93.3% | -72.5% | +12.8% |
| 5Y | +48.0% | +153.7% | -105.7% | +34.5% |
| All | +48.0% | +150.4% | -102.4% | +34.5% |
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