+32.6%
UNP vs TECK
+108.8%
-76.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | +4.6% | -6.2% | -1.9% |
| 3M | +10.3% | +2.8% | +7.4% | +9.8% |
| 6M | +9.7% | +24.9% | -15.2% | +6.9% |
| YTD | +27.1% | +44.7% | -17.6% | +23.1% |
| 1Y | +32.6% | +112.0% | -79.4% | +30.8% |
| All | +32.6% | +108.8% | -76.2% | +30.8% |
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