-10.4%
TSCO vs TECK
+180.1%
-190.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.7% | -3.8% | -1.8% | -5.2% |
| 30D | -8.8% | +0.7% | -9.5% | -8.9% |
| 3M | +6.3% | +4.6% | +1.7% | +5.4% |
| 6M | -32.3% | +25.1% | -57.4% | -34.7% |
| YTD | -32.7% | +39.2% | -71.9% | -36.4% |
| 1Y | -43.7% | +60.3% | -104.0% | -47.9% |
| 3Y | -19.7% | +62.9% | -82.6% | -27.4% |
| All | -10.4% | +180.1% | -190.5% | -22.7% |
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