+101.1%
UAL vs TECK
+211.9%
-110.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +1.3% |
| 7D | +12.5% | +1.7% | +10.8% | +11.8% |
| 30D | +12.2% | -7.6% | +19.8% | +16.0% |
| 3M | -2.6% | -5.9% | +3.3% | -0.6% |
| 6M | +21.1% | -2.8% | +23.9% | +20.7% |
| YTD | +7.8% | +31.8% | -24.0% | -6.5% |
| 1Y | +25.4% | +49.1% | -23.7% | +3.0% |
| 3Y | +217.3% | +83.0% | +134.3% | +131.1% |
| 5Y | +132.9% | +150.6% | -17.7% | +34.2% |
| 10Y | +101.1% | +219.0% | -117.8% | -24.7% |
| All | +101.1% | +211.9% | -110.8% | -24.7% |
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