+0.2%
TSM vs TECK
-9.1%
+9.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.8% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -7.3% | -7.1% | -0.2% | -3.7% |
| 3M | -7.1% | -5.5% | -1.7% | -5.0% |
| 6M | +0.2% | -9.7% | +9.9% | +4.9% |
| All | +0.2% | -9.1% | +9.3% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling