+207.2%
UMC vs TECK
+108.8%
+98.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +7.7% | +4.6% | +3.1% | +5.9% |
| 3M | +1.7% | +2.8% | -1.2% | -0.7% |
| 6M | +113.9% | +24.9% | +89.0% | +99.3% |
| YTD | +168.9% | +44.7% | +124.2% | +144.4% |
| 1Y | +207.2% | +112.0% | +95.2% | +174.7% |
| All | +207.2% | +108.8% | +98.4% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling