+59.6%
TXN vs TECK
+180.1%
-120.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | -3.8% | +7.8% | +5.0% |
| 30D | -2.9% | +0.7% | -3.6% | -3.2% |
| 3M | -9.1% | +4.6% | -13.7% | -10.6% |
| 6M | +36.6% | +25.1% | +11.5% | +28.0% |
| YTD | +57.5% | +39.2% | +18.3% | +42.9% |
| 1Y | +49.5% | +60.3% | -10.8% | +30.3% |
| 3Y | +76.5% | +62.9% | +13.6% | +48.5% |
| All | +59.6% | +180.1% | -120.5% | +22.1% |
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