+34.4%
TSLA vs TECK
+75.5%
-41.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +3.0% | +4.9% | -1.9% | +0.9% |
| 30D | +11.2% | +5.2% | +6.0% | +8.6% |
| 3M | -7.3% | +13.8% | -21.1% | -13.1% |
| 6M | -7.7% | +38.5% | -46.2% | -21.4% |
| YTD | -18.2% | +47.3% | -65.6% | -33.5% |
| 1Y | +6.0% | +81.0% | -75.0% | -22.5% |
| All | +34.4% | +75.5% | -41.1% | -6.5% |
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