+72.4%
UBER vs TECK
+232.7%
-160.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -5.4% | -3.8% | -1.5% | -4.4% |
| 30D | -4.9% | +0.7% | -5.6% | -5.4% |
| 3M | +3.0% | +4.6% | -1.6% | +0.3% |
| 6M | -4.4% | +25.1% | -29.5% | -13.2% |
| YTD | -12.3% | +39.2% | -51.5% | -24.0% |
| 1Y | -24.3% | +60.3% | -84.6% | -37.8% |
| 3Y | +46.4% | +62.9% | -16.5% | +14.3% |
| 5Y | +79.7% | +181.5% | -101.8% | +4.1% |
| All | +72.4% | +232.7% | -160.3% | -32.4% |
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