+262.2%
UMC vs TECK
+65.8%
+196.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +9.0% | -3.8% | +12.9% | +10.3% |
| 30D | +17.2% | +0.7% | +16.5% | +16.8% |
| 3M | +11.4% | +4.6% | +6.8% | +9.4% |
| 6M | +137.5% | +25.1% | +112.4% | +122.4% |
| YTD | +193.1% | +39.2% | +153.9% | +165.3% |
| 1Y | +240.3% | +60.3% | +180.0% | +195.7% |
| 3Y | +262.2% | +62.9% | +199.3% | +203.3% |
| All | +262.2% | +65.8% | +196.4% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling