+278.9%
TSM vs TECK
+148.6%
+130.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | +4.4% | -1.2% | +5.7% | +5.0% |
| 30D | -7.0% | -5.7% | -1.2% | -5.1% |
| 3M | -1.8% | -3.6% | +1.8% | -0.8% |
| 6M | +2.7% | -2.2% | +4.9% | +2.8% |
| YTD | +37.1% | +33.6% | +3.5% | +23.3% |
| 1Y | +43.5% | +49.0% | -5.5% | +24.4% |
| 3Y | +341.5% | +85.4% | +256.1% | +253.9% |
| 5Y | +278.9% | +138.5% | +140.4% | +174.0% |
| All | +278.9% | +148.6% | +130.3% | +174.0% |
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 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