+240.3%
UMC vs TECK
+66.9%
+173.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.0% |
| 7D | +9.0% | -3.8% | +12.9% | +10.6% |
| 30D | +17.2% | +0.7% | +16.5% | +16.7% |
| 3M | +11.4% | +4.6% | +6.8% | +8.5% |
| 6M | +137.5% | +25.1% | +112.4% | +120.7% |
| YTD | +193.1% | +39.2% | +153.9% | +163.9% |
| 1Y | +240.3% | +60.3% | +180.0% | +193.1% |
| All | +240.3% | +66.9% | +173.4% | +193.1% |
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