+3,125.8%
TSLA vs TECK
+198.5%
+2,927.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | +8.9% | -0.4% | +9.4% | +9.0% |
| 30D | +6.3% | -7.1% | +13.4% | +8.9% |
| 3M | +14.8% | -5.5% | +20.3% | +16.8% |
| 6M | -12.4% | -9.7% | -2.7% | -10.1% |
| YTD | -13.2% | +26.3% | -39.5% | -21.4% |
| 1Y | -2.9% | +44.4% | -47.3% | -16.2% |
| 3Y | +74.4% | +70.1% | +4.4% | +40.2% |
| 5Y | +13.3% | +125.8% | -112.5% | -20.9% |
| All | +3,125.8% | +198.5% | +2,927.4% | +1,590.0% |
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