+73.7%
UAL vs TECK
+198.5%
-124.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | +10.5% | -7.1% | +17.6% | +13.9% |
| 3M | -13.5% | -5.5% | -8.0% | -11.7% |
| 6M | +14.2% | -9.7% | +23.9% | +17.6% |
| YTD | -2.2% | +26.3% | -28.5% | -13.6% |
| 1Y | +12.5% | +44.4% | -31.9% | -6.3% |
| 3Y | +186.8% | +70.1% | +116.8% | +115.5% |
| 5Y | +119.4% | +125.8% | -6.4% | +32.6% |
| All | +73.7% | +198.5% | -124.8% | -34.1% |
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 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