+41.6%
TXN vs TECK
+108.8%
-67.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | -6.9% | +4.6% | -11.6% | -8.5% |
| 3M | -14.9% | +2.8% | -17.8% | -16.4% |
| 6M | +29.0% | +24.9% | +4.1% | +19.7% |
| YTD | +51.5% | +44.7% | +6.7% | +36.4% |
| 1Y | +41.6% | +112.0% | -70.4% | +25.0% |
| All | +41.6% | +108.8% | -67.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling