-35.0%
UPS vs TECK
+199.3%
-234.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | -3.7% | +4.9% | -8.6% | -4.6% |
| 30D | -3.7% | +5.2% | -8.9% | -4.7% |
| 3M | -6.6% | +13.8% | -20.3% | -9.1% |
| 6M | +2.6% | +38.5% | -35.9% | -4.2% |
| YTD | +4.8% | +47.3% | -42.6% | -3.6% |
| 1Y | +25.3% | +81.0% | -55.7% | +10.6% |
| 3Y | -26.9% | +79.9% | -106.7% | -37.1% |
| All | -35.0% | +199.3% | -234.3% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling