+255.6%
UAL vs TECK
+163.4%
+92.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +8.2% | -0.2% | +8.4% | +8.3% |
| 30D | +2.3% | -7.5% | +9.9% | +4.7% |
| 3M | -12.7% | -8.4% | -4.3% | -10.6% |
| 6M | +12.7% | -2.2% | +14.9% | +12.4% |
| YTD | +0.8% | +26.8% | -26.0% | -7.3% |
| 1Y | +17.8% | +46.5% | -28.7% | +3.6% |
| 3Y | +206.7% | +69.0% | +137.7% | +154.8% |
| 5Y | +113.9% | +138.8% | -24.9% | +53.6% |
| 10Y | +97.0% | +224.3% | -127.3% | +18.1% |
| All | +255.6% | +163.4% | +92.3% | +14.2% |
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