+36.4%
UPS vs TECK
+377.7%
-341.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | -3.8% | +1.9% | -1.5% |
| 30D | -2.0% | +0.7% | -2.7% | -2.2% |
| 3M | -6.2% | +4.6% | -10.8% | -7.2% |
| 6M | +2.8% | +25.1% | -22.3% | -1.2% |
| YTD | +5.9% | +39.2% | -33.3% | 0.0% |
| 1Y | +26.2% | +60.3% | -34.1% | +16.5% |
| 3Y | -26.0% | +62.9% | -88.9% | -33.2% |
| 5Y | -34.3% | +181.5% | -215.7% | -45.7% |
| All | +36.4% | +377.7% | -341.3% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling