+617.0%
TSEM vs TECK
+180.4%
+436.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.4% | -2.0% |
| 7D | +0.9% | -4.2% | +5.2% | +2.2% |
| 30D | -16.6% | -0.4% | -16.3% | -16.7% |
| 3M | -10.9% | +10.1% | -21.1% | -13.5% |
| 6M | +78.0% | +26.0% | +52.0% | +67.0% |
| YTD | +77.2% | +38.0% | +39.2% | +61.9% |
| 1Y | +207.6% | +63.8% | +143.8% | +169.5% |
| 3Y | +637.8% | +68.5% | +569.3% | +531.2% |
| 5Y | +617.0% | +179.2% | +437.8% | +415.2% |
| All | +617.0% | +180.4% | +436.6% | +415.2% |
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