+298.8%
TMUS vs TECK
+131.7%
+167.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +8.2% | -1.2% | +9.4% | +8.3% |
| 30D | +13.4% | -5.7% | +19.1% | +14.3% |
| 3M | -3.0% | -3.6% | +0.6% | -3.1% |
| 6M | -8.8% | -2.2% | -6.6% | -9.9% |
| YTD | -13.8% | +33.6% | -47.4% | -20.8% |
| 1Y | -17.1% | +49.0% | -66.1% | -25.4% |
| 3Y | +22.7% | +85.4% | -62.7% | +1.4% |
| 5Y | +52.8% | +138.5% | -85.7% | +14.3% |
| 10Y | +244.6% | +218.0% | +26.7% | +111.5% |
| All | +298.8% | +131.7% | +167.1% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling