+290.7%
TSM vs TECK
+207.5%
+83.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.0% |
| 7D | +6.0% | +7.8% | -1.7% | +3.4% |
| 30D | +4.5% | +8.3% | -3.8% | +1.7% |
| 3M | +3.1% | +16.1% | -13.0% | -2.2% |
| 6M | +30.2% | +42.9% | -12.6% | +15.4% |
| YTD | +45.2% | +50.8% | -5.5% | +26.0% |
| 1Y | +79.6% | +106.1% | -26.5% | +41.0% |
| 3Y | +411.0% | +84.0% | +327.0% | +306.8% |
| 5Y | +290.7% | +223.5% | +67.2% | +171.2% |
| All | +290.7% | +207.5% | +83.3% | +171.2% |
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