+46.2%
TSLA vs TECK
+213.6%
-167.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | +3.0% | +4.9% | -1.9% | +1.3% |
| 30D | +11.2% | +5.2% | +6.0% | +9.0% |
| 3M | -7.3% | +13.8% | -21.1% | -12.1% |
| 6M | -7.7% | +38.5% | -46.2% | -19.1% |
| YTD | -18.2% | +47.3% | -65.6% | -30.7% |
| 1Y | +6.0% | +81.0% | -75.0% | -17.0% |
| 3Y | +48.0% | +79.9% | -31.9% | +12.4% |
| 5Y | +46.2% | +207.9% | -161.7% | -9.4% |
| All | +46.2% | +213.6% | -167.5% | -9.4% |
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