+320.5%
TMUS vs TECK
+151.1%
+169.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +5.3% | +4.6% | +0.6% | +4.3% |
| 3M | +3.1% | +2.8% | +0.3% | +1.7% |
| 6M | -16.5% | +24.9% | -41.4% | -21.2% |
| YTD | -9.2% | +44.7% | -53.9% | -17.2% |
| 1Y | -26.5% | +112.0% | -138.5% | -38.2% |
| 3Y | +39.0% | +67.6% | -28.6% | +17.8% |
| 5Y | +40.4% | +200.3% | -160.0% | +0.2% |
| 10Y | +303.7% | +358.2% | -54.5% | +129.2% |
| All | +320.5% | +151.1% | +169.4% | +106.8% |
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