+290.8%
TMUS vs TECK
+135.3%
+155.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +2.9% |
| 7D | +5.3% | +3.1% | +2.3% | +4.7% |
| 30D | +13.5% | -5.0% | +18.5% | +14.3% |
| 3M | -4.2% | -2.6% | -1.7% | -4.5% |
| 6M | -11.9% | 0.0% | -11.9% | -13.3% |
| YTD | -15.6% | +35.6% | -51.2% | -22.6% |
| 1Y | -16.8% | +58.1% | -74.9% | -26.0% |
| 3Y | +20.8% | +93.3% | -72.5% | -0.9% |
| 5Y | +48.0% | +153.7% | -105.7% | +9.2% |
| 10Y | +234.7% | +226.7% | +8.0% | +104.3% |
| All | +290.8% | +135.3% | +155.5% | +93.3% |
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