+251.3%
UAL vs TECK
+200.6%
+50.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -16.1% | +4.6% | -20.7% | -17.3% |
| 3M | +6.1% | +2.8% | +3.3% | +4.6% |
| 6M | +10.8% | +24.9% | -14.0% | +2.9% |
| YTD | -0.4% | +44.7% | -45.1% | -11.8% |
| 1Y | +5.0% | +112.0% | -107.0% | -17.5% |
| 3Y | +124.0% | +67.6% | +56.4% | +85.9% |
| 5Y | +141.0% | +200.3% | -59.4% | +61.2% |
| 10Y | +118.0% | +358.2% | -240.2% | +18.8% |
| All | +251.3% | +200.6% | +50.8% | +8.7% |
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 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