+3,229.3%
UNP vs TECK
+1,881.2%
+1,348.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | +4.2% | -0.4% | +4.7% | +4.3% |
| 30D | +5.6% | -7.1% | +12.7% | +6.9% |
| 3M | +2.0% | -5.5% | +7.5% | +2.7% |
| 6M | +15.4% | -9.7% | +25.1% | +16.3% |
| YTD | +32.7% | +26.3% | +6.5% | +24.0% |
| 1Y | +39.4% | +44.4% | -4.9% | +26.5% |
| 3Y | +54.3% | +70.1% | -15.8% | +31.6% |
| 5Y | +39.6% | +125.8% | -86.2% | +7.6% |
| 10Y | +288.9% | +200.6% | +88.3% | +152.6% |
| All | +3,229.3% | +1,881.2% | +1,348.1% | +1,461.3% |
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 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