+80.5%
TSEM vs TECK
+59.3%
+21.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.3% | -13.0% | -11.4% |
| 7D | -23.1% | +2.3% | -25.4% | -24.4% |
| 30D | -40.4% | -5.0% | -35.4% | -38.5% |
| 3M | -37.9% | -0.3% | -37.6% | -38.3% |
| 6M | -30.8% | +13.9% | -44.7% | -36.1% |
| YTD | +26.7% | +35.2% | -8.5% | +1.3% |
| 1Y | +80.5% | +57.5% | +22.9% | +20.5% |
| All | +80.5% | +59.3% | +21.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling