+279.7%
UAL vs TECK
+181.7%
+98.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +4.7% |
| 7D | +10.2% | +3.1% | +7.1% | +9.3% |
| 30D | +12.0% | -5.0% | +17.0% | +13.8% |
| 3M | -7.1% | -2.6% | -4.5% | -6.6% |
| 6M | +20.9% | 0.0% | +20.9% | +19.9% |
| YTD | +7.7% | +35.6% | -28.0% | -2.9% |
| 1Y | +23.6% | +58.1% | -34.5% | +6.3% |
| 3Y | +222.6% | +93.3% | +129.2% | +158.0% |
| 5Y | +127.9% | +153.7% | -25.8% | +60.9% |
| 10Y | +100.2% | +226.7% | -126.5% | +19.3% |
| All | +279.7% | +181.7% | +98.0% | +19.6% |
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