+668.0%
TSEM vs TECK
+75.5%
+592.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.4% |
| 7D | +4.7% | +4.9% | -0.2% | +2.3% |
| 30D | -14.2% | +5.2% | -19.4% | -16.5% |
| 3M | -5.0% | +13.8% | -18.8% | -11.0% |
| 6M | +87.6% | +38.5% | +49.1% | +61.8% |
| YTD | +84.4% | +47.3% | +37.1% | +53.6% |
| 1Y | +235.4% | +81.0% | +154.4% | +156.5% |
| All | +668.0% | +75.5% | +592.5% | +470.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling