+1,613.2%
TXN vs TECK
+2,212.2%
-598.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +2.7% | +4.9% | -2.2% | +1.7% |
| 30D | -6.7% | +5.2% | -11.9% | -7.7% |
| 3M | -8.9% | +13.8% | -22.7% | -11.2% |
| 6M | +34.7% | +38.5% | -3.8% | +26.6% |
| YTD | +53.3% | +47.3% | +6.0% | +42.0% |
| 1Y | +45.0% | +81.0% | -36.0% | +29.1% |
| 3Y | +73.1% | +79.9% | -6.8% | +51.8% |
| 5Y | +59.9% | +207.9% | -147.9% | +24.0% |
| 10Y | +415.7% | +389.5% | +26.2% | +240.4% |
| All | +1,613.2% | +2,212.2% | -598.9% | +846.6% |
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