+99.1%
UAL vs TECK
+373.9%
-274.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -4.5% |
| 7D | +3.5% | +7.8% | -4.3% | +0.2% |
| 30D | -16.5% | +8.3% | -24.7% | -19.3% |
| 3M | +2.8% | +16.1% | -13.3% | -4.2% |
| 6M | +17.6% | +42.9% | -25.3% | -0.2% |
| YTD | -3.2% | +50.8% | -54.0% | -20.1% |
| 1Y | +0.4% | +106.1% | -105.6% | -28.1% |
| 3Y | +128.2% | +84.0% | +44.1% | +66.1% |
| 5Y | +137.7% | +223.5% | -85.7% | +23.8% |
| 10Y | +99.1% | +378.1% | -279.0% | -27.3% |
| All | +99.1% | +373.9% | -274.8% | -27.3% |
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 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