+24.6%
UAL vs TECK
-0.4%
+25.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +3.9% |
| 7D | +10.2% | +3.1% | +7.1% | +8.9% |
| 30D | +12.0% | -5.0% | +17.0% | +13.6% |
| 3M | -7.1% | -2.6% | -4.5% | -6.7% |
| All | +24.6% | -0.4% | +25.0% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling