+1,779.8%
TSM vs TECK
+377.7%
+1,402.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.0% | -3.8% | +4.9% | +2.1% |
| 30D | +1.0% | +0.7% | +0.2% | +0.6% |
| 3M | +2.9% | +4.6% | -1.7% | +1.3% |
| 6M | +22.8% | +25.1% | -2.3% | +15.1% |
| YTD | +43.3% | +39.2% | +4.1% | +30.0% |
| 1Y | +69.2% | +60.3% | +8.9% | +47.5% |
| 3Y | +404.5% | +62.9% | +341.6% | +329.4% |
| 5Y | +282.2% | +181.5% | +100.7% | +173.9% |
| All | +1,779.8% | +377.7% | +1,402.1% | +1,028.6% |
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 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