+186.2%
TSEM vs TECK
+2,265.7%
-2,079.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.1% |
| 7D | +10.4% | +7.8% | +2.7% | +8.5% |
| 30D | -12.9% | +8.3% | -21.2% | -14.6% |
| 3M | -9.2% | +16.1% | -25.3% | -12.1% |
| 6M | +98.8% | +42.9% | +55.9% | +84.0% |
| YTD | +87.2% | +50.8% | +36.5% | +70.7% |
| 1Y | +239.0% | +106.1% | +132.9% | +188.6% |
| 3Y | +679.5% | +84.0% | +595.5% | +570.7% |
| 5Y | +667.3% | +223.5% | +443.8% | +457.5% |
| 10Y | +1,301.0% | +378.1% | +922.9% | +748.2% |
| All | +186.2% | +2,265.7% | -2,079.5% | +47.6% |
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