+530.2%
UMC vs TECK
+2,212.2%
-1,681.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.6% |
| 7D | +13.6% | +4.9% | +8.7% | +12.2% |
| 30D | +20.8% | +5.2% | +15.6% | +19.1% |
| 3M | +16.1% | +13.8% | +2.4% | +12.4% |
| 6M | +137.3% | +38.5% | +98.8% | +118.1% |
| YTD | +193.8% | +47.3% | +146.4% | +164.2% |
| 1Y | +236.1% | +81.0% | +155.1% | +186.0% |
| 3Y | +267.1% | +79.9% | +187.2% | +203.3% |
| 5Y | +145.3% | +207.9% | -62.6% | +71.0% |
| 10Y | +1,857.3% | +389.5% | +1,467.8% | +951.1% |
| All | +530.2% | +2,212.2% | -1,681.9% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling