+419.8%
TXN vs TECK
+377.7%
+42.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | -3.8% | +7.8% | +4.9% |
| 30D | -2.9% | +0.7% | -3.6% | -3.2% |
| 3M | -9.1% | +4.6% | -13.7% | -10.4% |
| 6M | +36.6% | +25.1% | +11.5% | +28.5% |
| YTD | +57.5% | +39.2% | +18.3% | +43.7% |
| 1Y | +49.5% | +60.3% | -10.8% | +31.3% |
| 3Y | +76.5% | +62.9% | +13.6% | +50.4% |
| 5Y | +62.4% | +181.5% | -119.1% | +16.5% |
| All | +419.8% | +377.7% | +42.1% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling