+8,707.7%
TSM vs TECK
+1,881.2%
+6,826.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.3% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -7.3% | -7.1% | -0.2% | -5.7% |
| 3M | -7.1% | -5.5% | -1.7% | -6.1% |
| 6M | +0.2% | -9.7% | +9.9% | +2.2% |
| YTD | +32.2% | +26.3% | +6.0% | +25.2% |
| 1Y | +42.8% | +44.4% | -1.6% | +31.2% |
| 3Y | +330.4% | +70.1% | +260.3% | +278.2% |
| 5Y | +263.9% | +125.8% | +138.1% | +192.1% |
| 10Y | +1,580.2% | +200.6% | +1,379.6% | +1,052.8% |
| All | +8,707.7% | +1,881.2% | +6,826.5% | +5,493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling