+4.5%
TSLA vs TECK
+65.6%
-61.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.2% | +1.1% |
| 7D | -3.4% | -4.2% | +0.8% | -2.0% |
| 30D | +9.2% | -0.4% | +9.6% | +9.2% |
| 3M | -4.7% | +10.1% | -14.9% | -8.5% |
| 6M | -8.9% | +26.0% | -34.9% | -17.0% |
| YTD | -19.2% | +38.0% | -57.2% | -30.3% |
| 1Y | +4.5% | +63.8% | -59.2% | -17.5% |
| All | +4.5% | +65.6% | -61.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling