+1,282.5%
TSEM vs TECK
+377.7%
+904.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | -4.9% | -3.8% | -1.0% | -3.9% |
| 30D | -18.7% | +0.7% | -19.5% | -19.0% |
| 3M | -18.1% | +4.6% | -22.7% | -19.2% |
| 6M | +77.1% | +25.1% | +52.0% | +66.9% |
| YTD | +80.1% | +39.2% | +41.0% | +64.6% |
| 1Y | +220.4% | +60.3% | +160.1% | +182.5% |
| 3Y | +650.1% | +62.9% | +587.2% | +544.9% |
| 5Y | +628.9% | +181.5% | +447.4% | +415.0% |
| All | +1,282.5% | +377.7% | +904.8% | +755.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling