+240.7%
UPS vs TECK
+2,265.7%
-2,025.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.3% |
| 7D | -2.1% | +7.8% | -9.9% | -3.1% |
| 30D | -2.3% | +8.3% | -10.6% | -3.4% |
| 3M | -5.2% | +16.1% | -21.3% | -7.3% |
| 6M | +1.4% | +42.9% | -41.4% | -3.8% |
| YTD | +6.1% | +50.8% | -44.6% | -0.3% |
| 1Y | +27.0% | +106.1% | -79.1% | +14.2% |
| 3Y | -25.9% | +84.0% | -110.0% | -33.4% |
| 5Y | -34.6% | +223.5% | -258.0% | -46.5% |
| 10Y | +36.2% | +378.1% | -341.9% | -1.9% |
| All | +240.7% | +2,265.7% | -2,025.1% | +95.5% |
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