+5,673.6%
TSCO vs TECK
+2,066.2%
+3,607.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.6% |
| 7D | -3.1% | -4.2% | +1.1% | -2.6% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +9.7% | +10.1% | -0.5% | +8.0% |
| 6M | -32.4% | +26.0% | -58.4% | -34.9% |
| YTD | -31.7% | +38.0% | -69.7% | -35.2% |
| 1Y | -41.3% | +63.8% | -105.1% | -45.7% |
| 3Y | -18.3% | +68.5% | -86.8% | -26.1% |
| 5Y | -10.3% | +179.2% | -189.4% | -25.8% |
| 10Y | +188.5% | +358.6% | -170.1% | +107.1% |
| All | +5,673.6% | +2,066.2% | +3,607.4% | +2,793.8% |
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