+59.8%
UBER vs TECK
+130.0%
-70.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | +0.6% | -7.1% | +7.7% | +2.1% |
| 3M | -8.2% | -5.5% | -2.7% | -7.4% |
| 6M | -6.7% | -9.7% | +3.0% | -5.8% |
| YTD | -14.7% | +26.3% | -41.0% | -21.9% |
| 1Y | -24.1% | +44.4% | -68.4% | -33.0% |
| 3Y | +33.4% | +70.1% | -36.7% | +9.3% |
| All | +59.8% | +130.0% | -70.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling